+34.1%
COP vs SIMO
+221.6%
-187.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.6% | +7.2% | +1.8% |
| 7D | +4.4% | +4.1% | +0.3% | +4.2% |
| 30D | 0.0% | -24.0% | +23.9% | +0.7% |
| 3M | +15.0% | -31.8% | +46.8% | +15.9% |
| 6M | +22.0% | -36.9% | +58.9% | +22.3% |
| YTD | +55.3% | +84.8% | -29.5% | +38.6% |
| 1Y | +64.1% | +99.0% | -34.9% | +44.6% |
| 3Y | +34.1% | +217.9% | -183.9% | +4.0% |
| All | +34.1% | +221.6% | -187.5% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling