+51.2%
CI vs SIMO
+170.3%
-119.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.1% |
| 7D | +1.2% | +4.1% | -2.9% | +1.3% |
| 30D | +2.6% | -24.0% | +26.5% | +2.0% |
| 3M | +7.4% | -31.8% | +39.2% | +6.7% |
| 6M | -0.1% | -36.9% | +36.8% | -0.8% |
| YTD | +9.7% | +84.8% | -75.1% | +9.5% |
| 1Y | +12.1% | +99.0% | -86.9% | +11.9% |
| 3Y | +7.0% | +217.9% | -210.9% | +6.4% |
| All | +51.2% | +170.3% | -119.1% | +49.1% |
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 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