+391.5%
SIMO vs ZYBT
-57.8%
+449.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -4.5% |
| 7D | +12.5% | -2.5% | +15.0% | +12.5% |
| 30D | +18.4% | -1.2% | +19.7% | +18.4% |
| 3M | +5.6% | +76.7% | -71.1% | +10.2% |
| 6M | +116.9% | +103.6% | +13.3% | +123.2% |
| YTD | +188.4% | +38.3% | +150.1% | +199.6% |
| 1Y | +221.3% | -84.7% | +306.0% | +247.1% |
| All | +391.5% | -57.8% | +449.3% | +388.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 5y: compounded portfolio wealth divided by compounded ZYBT 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…
5y analysis · Full analysis span regression · 6 months rolling