+73.7%
COR vs SIMO
+214.6%
-140.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -1.6% |
| 7D | +0.8% | -22.0% | +22.8% | -0.4% |
| 30D | +5.1% | -43.0% | +48.2% | +2.3% |
| 3M | +2.8% | -39.1% | +42.0% | +0.9% |
| 6M | +32.5% | -33.3% | +65.8% | +30.7% |
| YTD | -0.7% | +77.0% | -77.6% | +0.1% |
| 1Y | -6.7% | +73.0% | -79.7% | -6.0% |
| 3Y | +73.7% | +215.7% | -142.0% | +79.6% |
| All | +73.7% | +214.6% | -140.9% | +79.6% |
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