+11.3%
IR vs SIMO
+77.7%
-66.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -1.1% |
| 7D | +1.5% | -16.0% | +17.6% | +1.7% |
| 30D | +9.0% | -35.8% | +44.8% | +9.2% |
| 3M | -0.9% | -26.5% | +25.6% | -0.5% |
| 6M | +13.4% | -33.0% | +46.4% | +14.1% |
| YTD | +8.5% | +84.3% | -75.9% | +6.5% |
| 1Y | +11.3% | +82.0% | -70.7% | +8.9% |
| All | +11.3% | +77.7% | -66.5% | +8.9% |
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 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