+87.8%
ZTS vs SIMO
+394.4%
-306.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.6% | +6.6% | +1.4% |
| 7D | +5.6% | +4.1% | +1.5% | +5.2% |
| 30D | +12.1% | -24.0% | +36.1% | +13.7% |
| 3M | +11.3% | -31.8% | +43.0% | +13.1% |
| 6M | +14.3% | -36.9% | +51.2% | +15.3% |
| YTD | -31.9% | +84.8% | -116.7% | -41.5% |
| 1Y | -29.3% | +99.0% | -128.3% | -40.0% |
| 3Y | -48.0% | +217.9% | -266.0% | -60.0% |
| 5Y | -58.9% | +171.5% | -230.4% | -68.6% |
| All | +87.8% | +394.4% | -306.6% | +20.7% |
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 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