+214.0%
ARM vs SIMO
+202.0%
+11.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -14.4% | +1.3% | -5.7% |
| 7D | -27.1% | -31.4% | +4.3% | -11.7% |
| 30D | -44.9% | -45.2% | +0.3% | -25.9% |
| 3M | -39.3% | -36.5% | -2.8% | -25.2% |
| 6M | -20.2% | -34.2% | +14.0% | -4.6% |
| YTD | +52.5% | +69.9% | -17.4% | -9.7% |
| 1Y | +4.1% | +60.4% | -56.3% | -35.5% |
| All | +214.0% | +202.0% | +11.9% | -2.1% |
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