+42.5%
CI vs SIMO
+269.6%
-227.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.7% | -10.0% | -1.2% |
| 7D | +1.3% | +4.2% | -2.9% | +1.4% |
| 30D | +4.4% | +4.1% | +0.4% | +4.5% |
| 3M | +0.7% | -12.9% | +13.5% | +0.7% |
| 6M | +0.3% | +110.3% | -110.0% | +0.4% |
| YTD | +3.8% | +178.6% | -174.8% | +4.2% |
| 1Y | -5.5% | +220.0% | -225.5% | -5.0% |
| 3Y | +8.1% | +409.0% | -400.9% | +7.9% |
| All | +42.5% | +269.6% | -227.0% | +44.0% |
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