+50.0%
EXPE vs SIMO
+94.5%
-44.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -9.6% | +20.1% | +9.8% |
| 7D | +14.6% | -16.9% | +31.5% | +13.5% |
| 30D | +21.4% | -35.4% | +56.8% | +19.2% |
| 3M | +1.4% | -31.9% | +33.2% | +0.1% |
| 6M | +28.6% | -19.3% | +47.9% | +25.1% |
| YTD | +12.1% | +98.5% | -86.3% | +0.7% |
| 1Y | +50.0% | +100.5% | -50.5% | +34.8% |
| All | +50.0% | +94.5% | -44.5% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling