+208.1%
C vs SIMO
+214.6%
-6.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.6% | 0.0% |
| 7D | -2.4% | -22.0% | +19.6% | +0.4% |
| 30D | -6.0% | -43.0% | +37.1% | +0.3% |
| 3M | -10.5% | -39.1% | +28.6% | -6.1% |
| 6M | -5.7% | -33.3% | +27.6% | -4.1% |
| YTD | +4.1% | +77.0% | -72.8% | -16.4% |
| 1Y | +20.5% | +73.0% | -52.5% | -2.9% |
| 3Y | +208.1% | +215.7% | -7.6% | +90.4% |
| All | +208.1% | +214.6% | -6.5% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling