+43.8%
EXC vs SIMO
+154.7%
-110.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.2% | -6.1% | -1.9% |
| 7D | -1.2% | -22.0% | +20.8% | -1.5% |
| 30D | +10.0% | -43.0% | +53.0% | +9.2% |
| 3M | +1.6% | -39.1% | +40.8% | +1.1% |
| 6M | +3.3% | -33.3% | +36.5% | +2.8% |
| YTD | +7.6% | +77.0% | -69.4% | +6.9% |
| 1Y | +3.5% | +73.0% | -69.5% | +2.8% |
| 3Y | +27.7% | +215.7% | -188.1% | +24.6% |
| All | +43.8% | +154.7% | -110.8% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling