+29.4%
B vs SIMO
+94.5%
-65.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -9.6% | +17.9% | +9.1% |
| 7D | +1.1% | -16.9% | +18.0% | +2.6% |
| 30D | +0.3% | -35.4% | +35.7% | +4.0% |
| 3M | +5.4% | -31.9% | +37.3% | +8.2% |
| 6M | +5.5% | -19.3% | +24.8% | +6.7% |
| YTD | -6.3% | +98.5% | -104.8% | -17.8% |
| 1Y | +29.4% | +100.5% | -71.1% | +12.4% |
| All | +29.4% | +94.5% | -65.1% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling