+164.6%
EXC vs SIMO
+3,332.4%
-3,167.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.7% | -9.8% | -1.7% |
| 7D | +0.3% | +4.2% | -3.9% | 0.0% |
| 30D | -3.7% | +4.1% | -7.8% | -4.2% |
| 3M | -1.3% | -12.9% | +11.6% | -1.3% |
| 6M | -9.7% | +110.3% | -120.1% | -16.3% |
| YTD | +2.9% | +178.6% | -175.7% | -7.0% |
| 1Y | +4.4% | +220.0% | -215.6% | -7.0% |
| 3Y | +22.2% | +409.0% | -386.8% | +3.3% |
| 5Y | +46.7% | +277.3% | -230.6% | +25.0% |
| 10Y | +155.3% | +506.6% | -351.3% | +102.3% |
| All | +164.6% | +3,332.4% | -3,167.8% | +53.3% |
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