+414.5%
ZS vs SIMO
+579.9%
-165.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +8.7% | -13.2% | -6.4% |
| 7D | -7.8% | +4.2% | -12.1% | -8.8% |
| 30D | +5.0% | +4.1% | +1.0% | +3.0% |
| 3M | +25.5% | -12.9% | +38.4% | +24.8% |
| 6M | +8.7% | +110.3% | -101.6% | -19.8% |
| YTD | -24.5% | +178.6% | -203.1% | -50.2% |
| 1Y | -36.7% | +220.0% | -256.7% | -60.6% |
| 3Y | +7.2% | +409.0% | -401.8% | -45.0% |
| 5Y | -40.9% | +277.3% | -318.2% | -67.8% |
| All | +414.5% | +579.9% | -165.3% | +96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling