-15.1%
F vs SIMO
+170.7%
-185.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.7% | -5.0% | -0.1% |
| 7D | -0.6% | -8.2% | +7.5% | +0.1% |
| 30D | +2.9% | -34.6% | +37.5% | +7.9% |
| 3M | -9.5% | -32.6% | +23.2% | -6.5% |
| 6M | +4.0% | -31.8% | +35.8% | +5.2% |
| YTD | -1.3% | +87.6% | -88.9% | -21.1% |
| 1Y | -1.9% | +86.7% | -88.6% | -21.7% |
| 3Y | +53.5% | +227.4% | -174.0% | +4.6% |
| 5Y | -15.1% | +173.0% | -188.1% | -41.1% |
| All | -15.1% | +170.7% | -185.9% | -41.1% |
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