+56.2%
ZTS vs SIMO
+515.6%
-459.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.2% | -9.1% | -3.5% |
| 7D | -4.8% | +14.6% | -19.4% | -5.9% |
| 30D | +1.2% | +6.2% | -5.0% | +0.4% |
| 3M | -6.0% | +3.6% | -9.6% | -7.6% |
| 6M | -38.7% | +130.8% | -169.5% | -46.5% |
| YTD | -40.6% | +195.8% | -236.4% | -50.3% |
| 1Y | -50.6% | +225.0% | -275.6% | -59.3% |
| 3Y | -58.7% | +452.3% | -511.1% | -69.4% |
| 5Y | -62.8% | +303.6% | -366.4% | -71.9% |
| 10Y | +56.2% | +528.8% | -472.6% | +1.1% |
| All | +56.2% | +515.6% | -459.4% | +1.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling