+353.6%
D vs SIMO
+1,993.5%
-1,639.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -14.4% | +14.2% | +0.4% |
| 7D | +6.9% | -31.4% | +38.3% | +8.5% |
| 30D | +12.3% | -45.2% | +57.5% | +14.9% |
| 3M | +3.0% | -36.5% | +39.6% | +4.4% |
| 6M | +12.8% | -34.2% | +47.0% | +13.3% |
| YTD | +22.6% | +69.9% | -47.4% | +16.2% |
| 1Y | +21.7% | +60.4% | -38.8% | +15.7% |
| 3Y | +83.9% | +203.1% | -119.2% | +66.9% |
| 5Y | +14.0% | +145.4% | -131.5% | +3.4% |
| 10Y | +45.6% | +368.9% | -323.3% | +24.1% |
| All | +353.6% | +1,993.5% | -1,639.9% | +219.4% |
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