+105.9%
C vs SIMO
+154.7%
-48.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.2% |
| 3M | -10.5% | -39.1% | +28.6% | -6.2% |
| 6M | -5.7% | -33.3% | +27.6% | -4.0% |
| YTD | +4.1% | +77.0% | -72.8% | -12.0% |
| 1Y | +20.5% | +73.0% | -52.5% | +2.1% |
| 3Y | +208.1% | +215.7% | -7.6% | +127.6% |
| All | +105.9% | +154.7% | -48.7% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling