+490.7%
ZS vs SIMO
+349.9%
+140.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.3% | -1.7% |
| 7D | -13.4% | -16.0% | +2.6% | -10.5% |
| 30D | -16.6% | -35.8% | +19.1% | -9.6% |
| 3M | +10.3% | -26.5% | +36.8% | +13.6% |
| 6M | +28.1% | -33.0% | +61.1% | +28.9% |
| YTD | -13.3% | +84.3% | -97.7% | -39.3% |
| 1Y | -40.7% | +82.0% | -122.7% | -58.5% |
| 3Y | +11.4% | +218.5% | -207.1% | -38.2% |
| 5Y | -42.2% | +175.0% | -217.2% | -67.5% |
| All | +490.7% | +349.9% | +140.8% | +139.8% |
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