-15.8%
F vs SIMO
+154.7%
-170.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -1.2% |
| 7D | +1.6% | -22.0% | +23.5% | +4.4% |
| 30D | +2.6% | -43.0% | +45.7% | +9.5% |
| 3M | -8.8% | -39.1% | +30.3% | -4.5% |
| 6M | +4.6% | -33.3% | +37.9% | +5.9% |
| YTD | -1.9% | +77.0% | -78.9% | -21.0% |
| 1Y | -0.8% | +73.0% | -73.8% | -19.8% |
| 3Y | +43.5% | +215.7% | -172.2% | -1.9% |
| All | -15.8% | +154.7% | -170.5% | -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