+23.2%
ALL vs SIMO
-32.4%
+55.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -14.4% | +13.5% | -2.7% |
| 7D | +4.2% | -31.4% | +35.6% | -0.3% |
| 30D | +18.9% | -45.2% | +64.1% | +11.2% |
| 3M | +1.2% | -36.5% | +37.7% | -2.9% |
| 6M | +23.2% | -34.2% | +57.4% | +16.7% |
| All | +23.2% | -32.4% | +55.6% | +16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling