-14.8%
AA vs SIMO
+154.7%
-169.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.2% | +2.0% |
| 7D | +0.9% | -22.0% | +22.9% | +6.1% |
| 30D | -6.7% | -43.0% | +36.4% | +4.7% |
| 3M | -16.3% | -39.1% | +22.8% | -9.0% |
| 6M | -37.1% | -33.3% | -3.8% | -34.5% |
| YTD | -25.0% | +77.0% | -102.0% | -44.2% |
| 1Y | +8.6% | +73.0% | -64.4% | -18.7% |
| 3Y | +57.2% | +215.7% | -158.5% | -5.3% |
| All | -14.8% | +154.7% | -169.5% | -50.2% |
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