+165.5%
B vs SIMO
+221.6%
-56.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | 0.0% |
| 7D | -7.3% | +4.1% | -11.4% | -7.8% |
| 30D | -3.3% | -24.0% | +20.6% | -0.8% |
| 3M | -7.8% | -31.8% | +24.0% | -4.7% |
| 6M | -15.5% | -36.9% | +21.3% | -13.1% |
| YTD | -12.3% | +84.8% | -97.1% | -25.0% |
| 1Y | +5.4% | +99.0% | -93.6% | -11.4% |
| 3Y | +165.5% | +217.9% | -52.4% | +99.0% |
| All | +165.5% | +221.6% | -56.1% | +99.0% |
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