+17.0%
EOG vs SIMO
-28.1%
+45.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.7% | -7.2% | +1.6% |
| 7D | +4.6% | +0.9% | +3.6% | +4.5% |
| 30D | +2.9% | -25.4% | +28.3% | +2.0% |
| 3M | +8.0% | -17.8% | +25.7% | +7.3% |
| 6M | +17.0% | -29.6% | +46.5% | +15.2% |
| All | +17.0% | -28.1% | +45.0% | +15.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling