+20.1%
CI vs SIMO
+77.7%
-57.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.3% | +2.5% |
| 7D | +2.6% | -16.0% | +18.6% | +1.9% |
| 30D | +7.3% | -35.8% | +43.1% | +5.8% |
| 3M | +9.5% | -26.5% | +36.0% | +8.3% |
| 6M | +6.4% | -33.0% | +39.4% | +4.8% |
| YTD | +12.0% | +84.3% | -72.3% | +13.3% |
| 1Y | +20.1% | +82.0% | -61.9% | +21.1% |
| All | +20.1% | +77.7% | -57.6% | +21.1% |
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