+176.6%
EXC vs SIMO
+2,080.4%
-1,903.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.2% | -6.1% | -2.2% |
| 7D | -1.2% | -22.0% | +20.8% | +0.2% |
| 30D | +10.0% | -43.0% | +53.0% | +13.5% |
| 3M | +1.6% | -39.1% | +40.8% | +4.0% |
| 6M | +3.3% | -33.3% | +36.5% | +4.0% |
| YTD | +7.6% | +77.0% | -69.4% | -0.6% |
| 1Y | +3.5% | +73.0% | -69.5% | -4.3% |
| 3Y | +27.7% | +215.7% | -188.1% | +10.6% |
| 5Y | +41.1% | +155.6% | -114.5% | +22.3% |
| 10Y | +178.2% | +388.4% | -210.2% | +121.7% |
| All | +176.6% | +2,080.4% | -1,903.9% | +63.9% |
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