+16.0%
AA vs SIMO
+94.5%
-78.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -9.6% | +12.3% | +3.8% |
| 7D | +0.9% | -16.9% | +17.8% | +2.8% |
| 30D | -6.4% | -35.4% | +28.9% | -2.3% |
| 3M | -13.0% | -31.9% | +18.9% | -10.1% |
| 6M | -34.6% | -19.3% | -15.3% | -33.4% |
| YTD | -23.0% | +98.5% | -121.5% | -32.0% |
| 1Y | +16.0% | +100.5% | -84.5% | +1.0% |
| All | +16.0% | +94.5% | -78.5% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling