+82.3%
AGG vs SIMO
+2,177.2%
-2,095.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.6% | +5.5% | -0.1% |
| 7D | -1.5% | +4.1% | -5.6% | -1.5% |
| 30D | +0.6% | -24.0% | +24.6% | +0.6% |
| 3M | -1.6% | -31.8% | +30.1% | -1.6% |
| 6M | -1.6% | -36.9% | +35.3% | -1.6% |
| YTD | -1.5% | +84.8% | -86.3% | -1.6% |
| 1Y | -1.1% | +99.0% | -100.1% | -1.2% |
| 3Y | +13.6% | +217.9% | -204.3% | +13.5% |
| 5Y | -1.7% | +171.5% | -173.2% | -1.8% |
| 10Y | +16.1% | +393.3% | -377.1% | +16.1% |
| All | +82.3% | +2,177.2% | -2,095.0% | +79.7% |
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