+189.6%
ZTS vs SIMO
+1,331.1%
-1,141.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.2% | -7.5% | -3.7% |
| 7D | -0.4% | -22.0% | +21.6% | +1.5% |
| 30D | +11.7% | -43.0% | +54.8% | +16.7% |
| 3M | +3.5% | -39.1% | +42.6% | +6.7% |
| 6M | -27.6% | -33.3% | +5.7% | -27.4% |
| YTD | -35.5% | +77.0% | -112.4% | -44.4% |
| 1Y | -32.1% | +73.0% | -105.1% | -41.4% |
| 3Y | -49.1% | +215.7% | -264.8% | -60.8% |
| 5Y | -61.0% | +155.6% | -216.7% | -69.9% |
| 10Y | +74.4% | +388.4% | -314.0% | +14.6% |
| All | +189.6% | +1,331.1% | -1,141.5% | +75.3% |
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