+646.6%
ALL vs SIMO
+1,993.5%
-1,346.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -14.4% | +13.5% | +0.6% |
| 7D | +4.2% | -31.4% | +35.6% | +7.8% |
| 30D | +18.9% | -45.2% | +64.1% | +25.4% |
| 3M | +1.2% | -36.5% | +37.7% | +4.3% |
| 6M | +23.2% | -34.2% | +57.4% | +24.1% |
| YTD | +30.0% | +69.9% | -39.9% | +14.2% |
| 1Y | +39.6% | +60.4% | -20.8% | +23.3% |
| 3Y | +115.2% | +203.1% | -87.9% | +70.9% |
| 5Y | +156.2% | +145.4% | +10.8% | +103.0% |
| 10Y | +398.0% | +368.9% | +29.1% | +242.6% |
| All | +646.6% | +1,993.5% | -1,346.9% | +186.6% |
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