+15.9%
D vs SIMO
+90.9%
-75.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | -0.1% |
| 7D | -1.4% | +4.1% | -5.5% | -1.1% |
| 30D | +7.7% | -24.0% | +31.7% | +6.6% |
| 3M | -0.3% | -31.8% | +31.5% | -1.5% |
| 6M | +10.1% | -36.9% | +46.9% | +9.1% |
| YTD | +19.1% | +84.8% | -65.8% | +27.0% |
| 1Y | +15.9% | +99.0% | -83.1% | +25.3% |
| All | +15.9% | +90.9% | -75.0% | +25.3% |
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