+613.3%
ALL vs SIMO
+2,080.4%
-1,467.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.2% | -8.6% | -4.9% |
| 7D | -1.9% | -22.0% | +20.0% | +0.2% |
| 30D | +13.8% | -43.0% | +56.8% | +19.5% |
| 3M | -7.0% | -39.1% | +32.1% | -3.8% |
| 6M | +18.0% | -33.3% | +51.3% | +18.7% |
| YTD | +24.2% | +77.0% | -52.8% | +8.6% |
| 1Y | +31.2% | +73.0% | -41.8% | +14.8% |
| 3Y | +107.5% | +215.7% | -108.2% | +64.1% |
| 5Y | +144.8% | +155.6% | -10.8% | +93.1% |
| 10Y | +375.8% | +388.4% | -12.6% | +225.9% |
| All | +613.3% | +2,080.4% | -1,467.2% | +172.6% |
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