+9.1%
IR vs SIMO
+94.5%
-85.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.6% | +9.1% | -0.3% |
| 7D | +11.6% | -16.9% | +28.5% | +11.8% |
| 30D | +7.2% | -35.4% | +42.5% | +7.3% |
| 3M | -5.9% | -31.9% | +26.0% | -5.7% |
| 6M | +11.5% | -19.3% | +30.8% | +12.4% |
| YTD | +6.3% | +98.5% | -92.1% | +3.3% |
| 1Y | +9.1% | +100.5% | -91.4% | +5.3% |
| All | +9.1% | +94.5% | -85.4% | +5.3% |
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