+18.2%
D vs SIMO
+67.0%
-48.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.2% | -5.6% | -1.3% |
| 7D | +3.0% | -22.0% | +25.0% | +1.8% |
| 30D | +11.5% | -43.0% | +54.5% | +9.1% |
| 3M | +3.7% | -39.1% | +42.9% | +2.0% |
| 6M | +13.5% | -33.3% | +46.8% | +12.6% |
| YTD | +20.7% | +77.0% | -56.2% | +28.0% |
| 1Y | +18.2% | +73.0% | -54.8% | +25.5% |
| All | +18.2% | +67.0% | -48.7% | +25.5% |
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 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