+296.4%
ARM vs SIMO
+435.8%
-139.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +8.7% | -4.8% | -0.4% |
| 7D | +5.5% | +4.2% | +1.2% | +3.1% |
| 30D | -8.2% | +4.1% | -12.3% | -11.0% |
| 3M | -35.9% | -12.9% | -23.1% | -32.7% |
| 6M | +103.1% | +110.3% | -7.2% | +24.1% |
| YTD | +130.6% | +178.6% | -48.0% | +7.7% |
| 1Y | +86.1% | +220.0% | -133.9% | -24.7% |
| All | +296.4% | +435.8% | -139.4% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling