+43.9%
GEV vs SIMO
+220.5%
-176.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.5% | +1.6% | -2.0% |
| 7D | -1.9% | +12.5% | -14.4% | -4.2% |
| 30D | -8.7% | +18.4% | -27.1% | -11.7% |
| 3M | +6.6% | +5.6% | +1.0% | +5.4% |
| 6M | +10.2% | +116.9% | -106.7% | -2.4% |
| YTD | +41.6% | +188.4% | -146.8% | +13.3% |
| 1Y | +43.9% | +221.3% | -177.4% | +12.4% |
| All | +43.9% | +220.5% | -176.6% | +12.4% |
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 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