+239.5%
GM vs SIMO
+6,057.8%
-5,818.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | +0.5% |
| 7D | -0.2% | +4.1% | -4.3% | -0.8% |
| 30D | +3.6% | -24.0% | +27.5% | +6.7% |
| 3M | -0.2% | -31.8% | +31.5% | +3.3% |
| 6M | +13.9% | -36.9% | +50.8% | +16.7% |
| YTD | +6.5% | +84.8% | -78.4% | -12.5% |
| 1Y | +20.7% | +99.0% | -78.3% | -2.3% |
| 3Y | +229.5% | +217.9% | +11.5% | +138.3% |
| 5Y | +41.5% | +171.5% | -129.9% | +2.4% |
| 10Y | +204.8% | +393.3% | -188.5% | +89.3% |
| All | +239.5% | +6,057.8% | -5,818.3% | +64.7% |
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