+34.5%
COR vs SIMO
-29.0%
+63.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.1% | -0.3% |
| 7D | +2.9% | +14.9% | -12.0% | +4.2% |
| 30D | +5.8% | -27.0% | +32.8% | +2.8% |
| 3M | +11.4% | -25.4% | +36.8% | +9.3% |
| 6M | +34.5% | -30.3% | +64.7% | +31.5% |
| All | +34.5% | -29.0% | +63.5% | +31.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling