+127.2%
B vs SIMO
+2,080.4%
-1,953.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.6% | +0.2% |
| 7D | +9.6% | -22.0% | +31.6% | +11.6% |
| 30D | +3.5% | -43.0% | +46.6% | +8.1% |
| 3M | -1.6% | -39.1% | +37.6% | +1.8% |
| 6M | -1.7% | -33.3% | +31.6% | +0.1% |
| YTD | -5.3% | +77.0% | -82.3% | -12.6% |
| 1Y | +27.2% | +73.0% | -45.8% | +17.7% |
| 3Y | +166.1% | +215.7% | -49.6% | +131.6% |
| 5Y | +136.5% | +155.6% | -19.1% | +105.4% |
| 10Y | +172.2% | +388.4% | -216.1% | +116.6% |
| All | +127.2% | +2,080.4% | -1,953.2% | +32.9% |
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