+32.1%
ALL vs SIMO
+216.4%
-184.3%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.7% | -10.0% | -0.7% |
| 7D | 0.0% | +4.2% | -4.2% | +0.4% |
| 30D | -1.5% | +4.1% | -5.6% | -0.9% |
| 3M | +23.6% | -12.9% | +36.5% | +23.8% |
| 6M | +22.3% | +110.3% | -88.0% | +28.9% |
| YTD | +26.5% | +178.6% | -152.1% | +35.3% |
| All | +32.1% | +216.4% | -184.3% | +40.8% |
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