+80.6%
CRWD vs SIMO
+94.5%
-13.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.6% | +8.1% | -1.1% |
| 7D | -9.6% | -16.9% | +7.3% | -9.0% |
| 30D | -11.6% | -35.4% | +23.8% | -10.7% |
| 3M | +14.1% | -31.9% | +46.0% | +14.6% |
| 6M | +105.4% | -19.3% | +124.8% | +103.3% |
| YTD | +105.6% | +98.5% | +7.2% | +73.1% |
| 1Y | +80.6% | +100.5% | -20.0% | +50.7% |
| All | +80.6% | +94.5% | -13.9% | +50.7% |
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