+38.3%
GOOG vs SIMO
+220.5%
-182.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +0.8% |
| 7D | -2.5% | +12.5% | -15.0% | -3.1% |
| 30D | -3.6% | +18.4% | -22.0% | -4.6% |
| 3M | -6.4% | +5.6% | -12.0% | -7.2% |
| 6M | +7.8% | +116.9% | -109.1% | -3.5% |
| YTD | +5.5% | +188.4% | -182.9% | -12.3% |
| 1Y | +38.3% | +221.3% | -183.0% | +12.3% |
| All | +38.3% | +220.5% | -182.2% | +12.3% |
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