-49.1%
ZTS vs SIMO
+214.6%
-263.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.2% | -7.5% | -3.2% |
| 7D | -0.4% | -22.0% | +21.6% | -0.9% |
| 30D | +11.7% | -43.0% | +54.8% | +10.9% |
| 3M | +3.5% | -39.1% | +42.6% | +2.8% |
| 6M | -27.6% | -33.3% | +5.7% | -28.5% |
| YTD | -35.5% | +77.0% | -112.4% | -40.9% |
| 1Y | -32.1% | +73.0% | -105.1% | -37.7% |
| 3Y | -49.1% | +215.7% | -264.8% | -59.1% |
| All | -49.1% | +214.6% | -263.7% | -59.1% |
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 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