+244.6%
SIMO vs ZBRA
+60.2%
+184.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.9% | +6.8% | +8.0% |
| 7D | +0.9% | -1.5% | +2.4% | +1.7% |
| 30D | -25.4% | -15.6% | -9.8% | -20.7% |
| 3M | -17.8% | -14.5% | -3.2% | -13.0% |
| 6M | -29.6% | +50.9% | -80.5% | -41.1% |
| YTD | +100.3% | +34.8% | +65.5% | +72.4% |
| 1Y | +100.4% | +28.3% | +72.1% | +76.5% |
| All | +244.6% | +60.2% | +184.4% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ZBRA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling