-58.6%
C vs SIMO
+1,993.5%
-2,052.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -14.4% | +9.3% | -1.4% |
| 7D | -5.3% | -31.4% | +26.1% | +3.5% |
| 30D | -7.3% | -45.2% | +37.8% | +6.3% |
| 3M | -13.5% | -36.5% | +23.0% | -6.3% |
| 6M | -6.5% | -34.2% | +27.7% | -2.8% |
| YTD | +3.6% | +69.9% | -66.3% | -21.0% |
| 1Y | +18.9% | +60.4% | -41.5% | -8.1% |
| 3Y | +205.0% | +203.1% | +1.8% | +90.3% |
| 5Y | +109.4% | +145.4% | -36.1% | +29.9% |
| 10Y | +232.9% | +368.9% | -136.0% | +57.2% |
| All | -58.6% | +1,993.5% | -2,052.1% | -93.3% |
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 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