+122.3%
B vs SIMO
+2,171.3%
-2,049.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.7% | -4.4% | -6.0% |
| 7D | +7.1% | -16.0% | +23.2% | +8.5% |
| 30D | -3.3% | -35.8% | +32.4% | 0.0% |
| 3M | -2.5% | -26.5% | +23.9% | -0.8% |
| 6M | -7.2% | -33.0% | +25.8% | -5.6% |
| YTD | -7.4% | +84.3% | -91.7% | -14.7% |
| 1Y | +16.4% | +82.0% | -65.5% | +7.3% |
| 3Y | +178.7% | +218.5% | -39.8% | +142.4% |
| 5Y | +121.7% | +175.0% | -53.3% | +91.3% |
| 10Y | +208.6% | +407.5% | -198.9% | +144.7% |
| All | +122.3% | +2,171.3% | -2,049.0% | +29.7% |
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