-11.4%
F vs SIMO
+144.7%
-156.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -14.4% | +13.3% | +0.7% |
| 7D | +1.4% | -31.4% | +32.8% | +5.9% |
| 30D | +2.0% | -45.2% | +47.2% | +9.4% |
| 3M | -10.4% | -36.5% | +26.2% | -6.9% |
| 6M | +9.7% | -34.2% | +43.9% | +11.1% |
| YTD | -1.2% | +69.9% | -71.1% | -20.0% |
| 1Y | 0.0% | +60.4% | -60.4% | -18.1% |
| 3Y | +41.1% | +203.1% | -162.0% | -3.0% |
| 5Y | -11.4% | +145.4% | -156.9% | -37.4% |
| All | -11.4% | +144.7% | -156.1% | -37.4% |
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