+10.9%
GE vs SIMO
+97.3%
-86.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.7% | -7.2% | +1.0% |
| 7D | +4.0% | +0.9% | +3.1% | +3.9% |
| 30D | +11.1% | -25.4% | +36.4% | +12.2% |
| 3M | -6.7% | -17.8% | +11.0% | -6.4% |
| 6M | +14.3% | -29.6% | +43.8% | +14.8% |
| YTD | +11.7% | +100.3% | -88.6% | +2.3% |
| 1Y | +10.9% | +100.4% | -89.5% | +0.2% |
| All | +10.9% | +97.3% | -86.4% | +0.2% |
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