+174.6%
ZTS vs SIMO
+2,152.8%
-1,978.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.7% | -9.3% | -1.5% |
| 7D | -2.0% | +4.2% | -6.2% | -2.4% |
| 30D | +1.9% | +4.1% | -2.2% | +1.1% |
| 3M | -4.0% | -12.9% | +8.9% | -4.1% |
| 6M | -39.1% | +110.3% | -149.5% | -46.7% |
| YTD | -38.8% | +178.6% | -217.4% | -48.8% |
| 1Y | -49.6% | +220.0% | -269.6% | -58.8% |
| 3Y | -59.0% | +409.0% | -468.0% | -69.4% |
| 5Y | -61.8% | +277.3% | -339.1% | -71.1% |
| 10Y | +61.4% | +506.6% | -445.2% | +6.2% |
| All | +174.6% | +2,152.8% | -1,978.2% | +61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling