+328.8%
D vs SIMO
+3,332.4%
-3,003.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.7% | -10.1% | -1.8% |
| 7D | +0.4% | +4.2% | -3.8% | +0.2% |
| 30D | -3.6% | +4.1% | -7.6% | -3.9% |
| 3M | -1.0% | -12.9% | +11.9% | -1.0% |
| 6M | +6.3% | +110.3% | -104.1% | +0.9% |
| YTD | +14.7% | +178.6% | -163.9% | +7.0% |
| 1Y | +16.9% | +220.0% | -203.1% | +8.0% |
| 3Y | +56.8% | +409.0% | -352.2% | +39.8% |
| 5Y | +5.2% | +277.3% | -272.1% | -5.8% |
| 10Y | +35.9% | +506.6% | -470.8% | +15.4% |
| All | +328.8% | +3,332.4% | -3,003.5% | +197.1% |
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