-42.5%
ZS vs SIMO
+235.9%
-278.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.2% | -10.8% | -4.5% |
| 7D | -9.2% | +14.6% | -23.8% | -9.0% |
| 30D | -4.0% | +6.2% | -10.2% | -3.8% |
| 3M | +25.3% | +3.6% | +21.7% | +25.3% |
| 6M | -1.3% | +130.8% | -132.1% | -7.8% |
| YTD | -28.0% | +195.8% | -223.8% | -37.6% |
| 1Y | -42.5% | +225.0% | -267.5% | -51.6% |
| All | -42.5% | +235.9% | -278.4% | -51.6% |
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