-43.6%
ZS vs SIMO
+170.7%
-214.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | -0.2% |
| 7D | -11.1% | -8.2% | -2.9% | -10.0% |
| 30D | -14.8% | -34.6% | +19.8% | -9.8% |
| 3M | +18.0% | -32.6% | +50.6% | +22.2% |
| 6M | +30.8% | -31.8% | +62.7% | +30.4% |
| YTD | -11.5% | +87.6% | -99.1% | -37.4% |
| 1Y | -37.8% | +86.7% | -124.5% | -56.1% |
| 3Y | +16.6% | +227.4% | -210.8% | -35.8% |
| 5Y | -43.6% | +173.0% | -216.5% | -68.7% |
| All | -43.6% | +170.7% | -214.3% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling