-42.3%
ZS vs SIMO
+297.1%
-339.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.2% | -10.8% | -5.7% |
| 7D | -9.2% | +14.6% | -23.8% | -11.6% |
| 30D | -4.0% | +6.2% | -10.2% | -5.7% |
| 3M | +25.3% | +3.6% | +21.7% | +20.6% |
| 6M | -1.3% | +130.8% | -132.1% | -26.5% |
| YTD | -28.0% | +195.8% | -223.8% | -51.7% |
| 1Y | -42.5% | +225.0% | -267.5% | -63.0% |
| 3Y | +0.7% | +452.3% | -451.6% | -48.5% |
| 5Y | -42.3% | +303.6% | -345.9% | -66.6% |
| All | -42.3% | +297.1% | -339.4% | -66.6% |
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 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