+203.3%
F vs SIMO
+3,332.4%
-3,129.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.7% | -7.2% | -0.3% |
| 7D | +5.3% | +4.2% | +1.1% | +4.4% |
| 30D | +4.6% | +4.1% | +0.5% | +3.0% |
| 3M | -3.7% | -12.9% | +9.2% | -3.7% |
| 6M | +16.8% | +110.3% | -93.5% | -5.5% |
| YTD | +15.3% | +178.6% | -163.3% | -13.0% |
| 1Y | +31.0% | +220.0% | -189.0% | -4.6% |
| 3Y | +45.4% | +409.0% | -363.6% | -6.2% |
| 5Y | +54.7% | +277.3% | -222.7% | +2.6% |
| 10Y | +98.2% | +506.6% | -408.4% | +10.7% |
| All | +203.3% | +3,332.4% | -3,129.1% | -26.6% |
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