-31.6%
ZS vs SIMO
+94.5%
-126.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.6% | +9.3% | -0.8% |
| 7D | -12.3% | -16.9% | +4.6% | -13.1% |
| 30D | +11.2% | -35.4% | +46.6% | +8.5% |
| 3M | +37.5% | -31.9% | +69.4% | +35.0% |
| 6M | +57.8% | -19.3% | +77.1% | +54.1% |
| YTD | -0.2% | +98.5% | -98.7% | -12.0% |
| 1Y | -31.6% | +100.5% | -132.1% | -40.0% |
| All | -31.6% | +94.5% | -126.1% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling