+403.3%
ZS vs SIMO
+636.9%
-233.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.1% |
| 7D | -3.8% | +14.5% | -18.3% | -6.9% |
| 30D | -6.0% | +20.4% | -26.4% | -10.5% |
| 3M | +32.0% | +7.1% | +24.9% | +24.8% |
| 6M | +2.1% | +129.2% | -127.1% | -26.1% |
| YTD | -26.2% | +201.9% | -228.1% | -52.2% |
| 1Y | -41.2% | +235.5% | -276.7% | -63.6% |
| 3Y | +3.3% | +463.8% | -460.5% | -48.4% |
| 5Y | -40.7% | +306.7% | -347.4% | -68.2% |
| All | +403.3% | +636.9% | -233.6% | +88.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling