+850.4%
CI vs SIMO
+1,993.5%
-1,143.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -14.4% | +13.1% | +0.3% |
| 7D | +1.0% | -31.4% | +32.4% | +4.9% |
| 30D | +9.9% | -45.2% | +55.0% | +16.3% |
| 3M | +12.1% | -36.5% | +48.6% | +15.7% |
| 6M | +10.6% | -34.2% | +44.8% | +11.7% |
| YTD | +11.4% | +69.9% | -58.5% | -2.0% |
| 1Y | +18.8% | +60.4% | -41.6% | +5.1% |
| 3Y | +2.9% | +203.1% | -200.3% | -18.7% |
| 5Y | +54.5% | +145.4% | -90.9% | +21.7% |
| 10Y | +175.7% | +368.9% | -193.1% | +88.3% |
| All | +850.4% | +1,993.5% | -1,143.1% | +284.9% |
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