+23.1%
C vs SIMO
+92.3%
-69.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | 0.0% |
| 7D | +4.7% | +14.9% | -10.1% | +3.8% |
| 30D | +0.2% | -27.0% | +27.2% | +1.7% |
| 3M | -9.3% | -25.4% | +16.0% | -8.4% |
| 6M | -0.8% | -30.3% | +29.4% | -0.1% |
| YTD | +8.5% | +95.8% | -87.3% | +0.3% |
| 1Y | +23.1% | +100.0% | -76.9% | +12.3% |
| All | +23.1% | +92.3% | -69.2% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling