+16.9%
D vs SIMO
+226.2%
-209.3%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.7% | -10.1% | -1.1% |
| 7D | +0.4% | +4.2% | -3.8% | +0.6% |
| 30D | -3.6% | +4.1% | -7.6% | -3.3% |
| 3M | -1.0% | -12.9% | +11.9% | -1.0% |
| 6M | +6.3% | +110.3% | -104.1% | +10.0% |
| YTD | +14.7% | +178.6% | -163.9% | +20.6% |
| 1Y | +16.9% | +220.0% | -203.1% | +23.3% |
| All | +16.9% | +226.2% | -209.3% | +23.3% |
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