+126.0%
B vs SIMO
+1,993.5%
-1,867.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -14.4% | +14.9% | +1.8% |
| 7D | +4.3% | -31.4% | +35.7% | +7.4% |
| 30D | -0.9% | -45.2% | +44.2% | +3.8% |
| 3M | -1.4% | -36.5% | +35.2% | +1.6% |
| 6M | +5.0% | -34.2% | +39.2% | +7.1% |
| YTD | -5.8% | +69.9% | -75.7% | -12.7% |
| 1Y | +25.6% | +60.4% | -34.8% | +17.0% |
| 3Y | +161.6% | +203.1% | -41.5% | +128.5% |
| 5Y | +135.2% | +145.4% | -10.2% | +105.0% |
| 10Y | +170.7% | +368.9% | -198.1% | +116.2% |
| All | +126.0% | +1,993.5% | -1,867.5% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling