+231.7%
CTVA vs SIMO
+700.7%
-469.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -1.8% |
| 7D | +4.9% | +4.2% | +0.7% | +4.4% |
| 30D | +11.9% | +4.1% | +7.8% | +10.9% |
| 3M | +13.7% | -12.9% | +26.5% | +13.7% |
| 6M | +13.1% | +110.3% | -97.2% | -2.0% |
| YTD | +32.0% | +178.6% | -146.6% | +7.9% |
| 1Y | +22.1% | +220.0% | -197.9% | -3.3% |
| 3Y | +77.5% | +409.0% | -331.6% | +25.8% |
| 5Y | +106.3% | +277.3% | -171.0% | +47.7% |
| All | +231.7% | +700.7% | -469.0% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling