+206.1%
COR vs SIMO
+170.3%
+35.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.6% | +8.6% | +2.8% |
| 7D | +7.8% | +4.1% | +3.7% | +8.0% |
| 30D | +7.0% | -24.0% | +31.0% | +6.2% |
| 3M | +16.3% | -31.8% | +48.0% | +15.2% |
| 6M | +41.3% | -36.9% | +78.2% | +40.0% |
| YTD | +7.1% | +84.8% | -77.7% | +6.5% |
| 1Y | -0.8% | +99.0% | -99.8% | -1.4% |
| 3Y | +85.0% | +217.9% | -133.0% | +83.1% |
| All | +206.1% | +170.3% | +35.8% | +201.4% |
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