-29.7%
ZTS vs SIMO
+97.3%
-127.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.5% | +0.7% |
| 7D | -7.4% | +0.9% | -8.4% | -7.4% |
| 30D | +9.9% | -25.4% | +35.3% | +8.0% |
| 3M | +10.3% | -17.8% | +28.1% | +9.5% |
| 6M | +9.2% | -29.6% | +38.7% | +7.8% |
| YTD | -32.9% | +100.3% | -133.2% | -32.0% |
| 1Y | -29.7% | +100.4% | -130.1% | -28.8% |
| All | -29.7% | +97.3% | -127.1% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling