+643.2%
GEV vs SIMO
+280.6%
+362.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.2% | -3.1% | +1.4% |
| 7D | +8.1% | +14.6% | -6.5% | +3.8% |
| 30D | -1.9% | +6.2% | -8.1% | -4.2% |
| 3M | +4.1% | +3.6% | +0.5% | +1.5% |
| 6M | +23.2% | +130.8% | -107.6% | -10.6% |
| YTD | +48.9% | +195.8% | -146.9% | -6.5% |
| 1Y | +62.2% | +225.0% | -162.8% | -4.1% |
| All | +643.2% | +280.6% | +362.6% | +285.1% |
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