+452.3%
SIMO vs ZBRA
+34.1%
+418.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.8% | +9.0% | +7.1% |
| 7D | +14.6% | +2.6% | +12.0% | +13.5% |
| 30D | +6.2% | -6.4% | +12.6% | +8.5% |
| 3M | +3.6% | +51.3% | -47.7% | -12.3% |
| 6M | +130.8% | +60.5% | +70.3% | +89.4% |
| YTD | +195.8% | +45.2% | +150.6% | +149.5% |
| 1Y | +225.0% | +12.3% | +212.7% | +205.6% |
| 3Y | +452.3% | +37.5% | +414.8% | +389.8% |
| All | +452.3% | +34.1% | +418.2% | +389.8% |
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