+199.6%
ARM vs SIMO
+255.5%
-55.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.6% | +1.0% | -1.7% |
| 7D | +9.1% | +4.1% | +5.0% | +7.2% |
| 30D | -19.9% | -24.0% | +4.0% | -8.3% |
| 3M | -31.6% | -31.8% | +0.1% | -18.2% |
| 6M | -13.9% | -36.9% | +23.0% | +5.0% |
| YTD | +74.3% | +84.8% | -10.5% | -0.6% |
| 1Y | +35.8% | +99.0% | -63.2% | -27.5% |
| 3Y | +268.6% | +217.9% | +50.7% | +26.3% |
| All | +199.6% | +255.5% | -55.8% | -4.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling