+138.0%
B vs SIMO
+154.7%
-16.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.6% | +0.2% |
| 7D | +9.6% | -22.0% | +31.6% | +11.5% |
| 30D | +3.5% | -43.0% | +46.6% | +8.0% |
| 3M | -1.6% | -39.1% | +37.6% | +1.7% |
| 6M | -1.7% | -33.3% | +31.6% | +0.2% |
| YTD | -5.3% | +77.0% | -82.3% | -11.9% |
| 1Y | +27.2% | +73.0% | -45.8% | +18.5% |
| 3Y | +166.1% | +215.7% | -49.6% | +138.5% |
| All | +138.0% | +154.7% | -16.7% | +112.5% |
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