-61.4%
ZTS vs SIMO
+269.6%
-331.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.7% | -9.3% | -0.9% |
| 7D | -2.0% | +4.2% | -6.2% | -2.1% |
| 30D | +1.9% | +4.1% | -2.2% | +1.7% |
| 3M | -4.0% | -12.9% | +8.9% | -3.9% |
| 6M | -39.1% | +110.3% | -149.5% | -43.7% |
| YTD | -38.8% | +178.6% | -217.4% | -45.3% |
| 1Y | -49.6% | +220.0% | -269.6% | -55.7% |
| 3Y | -59.0% | +409.0% | -468.0% | -66.5% |
| All | -61.4% | +269.6% | -331.0% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling