+16.6%
ZS vs SIMO
+230.1%
-213.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | +0.3% |
| 7D | -11.1% | -8.2% | -2.9% | -10.5% |
| 30D | -14.8% | -34.6% | +19.8% | -12.6% |
| 3M | +18.0% | -32.6% | +50.6% | +19.7% |
| 6M | +30.8% | -31.8% | +62.7% | +29.5% |
| YTD | -11.5% | +87.6% | -99.1% | -34.2% |
| 1Y | -37.8% | +86.7% | -124.5% | -53.8% |
| 3Y | +16.6% | +227.4% | -210.8% | -34.6% |
| All | +16.6% | +230.1% | -213.5% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling