+46.9%
IR vs SIMO
+195.0%
-148.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -1.9% |
| 7D | +1.1% | +0.9% | +0.1% | +0.8% |
| 30D | +7.6% | -25.4% | +33.0% | +10.6% |
| 3M | +0.1% | -17.8% | +17.8% | +1.0% |
| 6M | +14.0% | -29.6% | +43.5% | +15.2% |
| YTD | +7.5% | +100.3% | -92.8% | -11.9% |
| 1Y | +10.1% | +100.4% | -90.2% | -9.8% |
| 3Y | +24.9% | +246.1% | -221.2% | -11.2% |
| 5Y | +46.9% | +189.8% | -142.9% | +5.7% |
| All | +46.9% | +195.0% | -148.1% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling