+75.9%
D vs SIMO
+202.0%
-126.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -14.4% | +14.2% | -0.7% |
| 7D | +6.9% | -31.4% | +38.3% | +5.6% |
| 30D | +12.3% | -45.2% | +57.5% | +10.5% |
| 3M | +3.0% | -36.5% | +39.6% | +1.9% |
| 6M | +12.8% | -34.2% | +47.0% | +11.9% |
| YTD | +22.6% | +69.9% | -47.4% | +23.7% |
| 1Y | +21.7% | +60.4% | -38.8% | +22.9% |
| All | +75.9% | +202.0% | -126.1% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling