+9.8%
COR vs SIMO
+235.9%
-226.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.2% | -8.1% | -1.5% |
| 7D | -1.9% | +14.6% | -16.5% | -1.0% |
| 30D | +1.5% | +6.2% | -4.7% | +2.3% |
| 3M | +18.7% | +3.6% | +15.1% | +19.7% |
| 6M | -9.0% | +130.8% | -139.8% | -6.5% |
| YTD | -3.3% | +195.8% | -199.1% | -0.1% |
| 1Y | +9.8% | +225.0% | -215.2% | +12.9% |
| All | +9.8% | +235.9% | -226.1% | +12.9% |
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 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