+18.0%
CI vs SIMO
+94.5%
-76.5%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -9.6% | +13.0% | +2.9% |
| 7D | +3.5% | -16.9% | +20.4% | +2.7% |
| 30D | +12.6% | -35.4% | +47.9% | +10.9% |
| 3M | +12.1% | -31.9% | +43.9% | +10.7% |
| 6M | +10.6% | -19.3% | +29.9% | +9.1% |
| YTD | +12.8% | +98.5% | -85.6% | +15.8% |
| 1Y | +18.0% | +100.5% | -82.5% | +21.3% |
| All | +18.0% | +94.5% | -76.5% | +21.3% |
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