+228.9%
ARM vs SIMO
+214.6%
+14.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.2% | +0.6% | +2.6% |
| 7D | -15.2% | -22.0% | +6.8% | -3.9% |
| 30D | -40.7% | -43.0% | +2.4% | -21.7% |
| 3M | -39.1% | -39.1% | +0.1% | -23.3% |
| 6M | -26.4% | -33.3% | +6.9% | -12.8% |
| YTD | +59.7% | +77.0% | -17.2% | -7.3% |
| 1Y | +10.3% | +73.0% | -62.7% | -34.9% |
| 3Y | +228.9% | +215.7% | +13.1% | +0.4% |
| All | +228.9% | +214.6% | +14.3% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling