+518.8%
GEV vs SIMO
+157.8%
+361.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.7% | -7.3% | -1.3% |
| 7D | -3.0% | +0.9% | -3.9% | -3.4% |
| 30D | -18.9% | -25.4% | +6.5% | -11.9% |
| 3M | -20.1% | -17.8% | -2.3% | -16.4% |
| 6M | -24.6% | -29.6% | +5.0% | -18.8% |
| YTD | +24.0% | +100.3% | -76.3% | -13.5% |
| 1Y | +40.6% | +100.4% | -59.7% | -1.9% |
| All | +518.8% | +157.8% | +361.0% | +256.1% |
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