-36.7%
ZS vs SIMO
+226.2%
-262.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +8.7% | -13.2% | -4.4% |
| 7D | -7.8% | +4.2% | -12.1% | -7.7% |
| 30D | +5.0% | +4.1% | +1.0% | +5.1% |
| 3M | +25.5% | -12.9% | +38.4% | +25.8% |
| 6M | +8.7% | +110.3% | -101.6% | +1.5% |
| YTD | -24.5% | +178.6% | -203.1% | -35.1% |
| 1Y | -36.7% | +220.0% | -256.7% | -48.1% |
| All | -36.7% | +226.2% | -262.9% | -48.1% |
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