-48.6%
ZTS vs SIMO
+240.7%
-289.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.7% | +0.4% |
| 7D | +1.0% | +14.9% | -13.8% | +1.3% |
| 30D | +12.4% | -27.0% | +39.4% | +11.9% |
| 3M | +13.6% | -25.4% | +39.0% | +13.0% |
| 6M | +9.3% | -30.3% | +39.6% | +8.4% |
| YTD | -32.6% | +95.8% | -128.4% | -38.1% |
| 1Y | -30.0% | +100.0% | -130.1% | -36.0% |
| All | -48.6% | +240.7% | -289.3% | -58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling