+620.7%
GEV vs SIMO
+258.5%
+362.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.7% | -8.7% | -2.5% |
| 7D | +3.3% | +4.2% | -0.9% | +1.9% |
| 30D | -7.5% | +4.1% | -11.6% | -9.3% |
| 3M | -2.2% | -12.9% | +10.7% | -0.2% |
| 6M | +12.1% | +110.3% | -98.3% | -16.1% |
| YTD | +44.4% | +178.6% | -134.2% | -7.7% |
| 1Y | +57.7% | +220.0% | -162.3% | -7.4% |
| All | +620.7% | +258.5% | +362.2% | +279.9% |
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