+19.6%
CTVA vs SIMO
+227.1%
-207.5%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.2% | -8.4% | -2.2% |
| 7D | -2.1% | +14.6% | -16.7% | -2.0% |
| 30D | +12.0% | +6.2% | +5.8% | +12.1% |
| 3M | +13.5% | +3.6% | +9.9% | +13.5% |
| 6M | +12.1% | +130.8% | -118.7% | +12.3% |
| YTD | +29.0% | +195.8% | -166.8% | +26.9% |
| All | +19.6% | +227.1% | -207.5% | +17.6% |
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 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