+1.4%
AA vs SIMO
+3,332.4%
-3,331.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.7% | -10.8% | -4.3% |
| 7D | -0.7% | +4.2% | -4.9% | -2.0% |
| 30D | +5.0% | +4.1% | +0.9% | +2.5% |
| 3M | -35.8% | -12.9% | -23.0% | -35.6% |
| 6M | -18.4% | +110.3% | -128.7% | -37.6% |
| YTD | -5.5% | +178.6% | -184.1% | -33.6% |
| 1Y | +61.0% | +220.0% | -159.0% | +8.6% |
| 3Y | +66.2% | +409.0% | -342.8% | -2.2% |
| 5Y | +11.4% | +277.3% | -265.9% | -32.5% |
| 10Y | +116.9% | +506.6% | -389.7% | +10.1% |
| All | +1.4% | +3,332.4% | -3,331.0% | -77.5% |
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