+334.3%
CHTR vs SIMO
+10,445.8%
-10,111.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.7% | -8.3% | -0.3% |
| 7D | -1.1% | +4.2% | -5.3% | -1.4% |
| 30D | -0.8% | +4.1% | -4.9% | -1.4% |
| 3M | +17.8% | -12.9% | +30.7% | +17.6% |
| 6M | -34.5% | +110.3% | -144.8% | -41.4% |
| YTD | -27.2% | +178.6% | -205.8% | -37.4% |
| 1Y | -41.4% | +220.0% | -261.4% | -50.7% |
| 3Y | -64.0% | +409.0% | -473.0% | -72.0% |
| 5Y | -81.3% | +277.3% | -358.6% | -85.2% |
| 10Y | -44.1% | +506.6% | -550.7% | -60.3% |
| All | +334.3% | +10,445.8% | -10,111.6% | +123.6% |
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