+44.1%
IR vs SIMO
+154.7%
-110.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | +0.9% |
| 7D | +3.7% | -22.0% | +25.7% | +6.3% |
| 30D | +7.4% | -43.0% | +50.5% | +13.8% |
| 3M | -5.9% | -39.1% | +33.2% | -1.7% |
| 6M | +5.6% | -33.3% | +38.9% | +7.2% |
| YTD | +4.8% | +77.0% | -72.1% | -12.8% |
| 1Y | +6.9% | +73.0% | -66.1% | -10.7% |
| 3Y | +27.6% | +215.7% | -188.2% | -8.4% |
| All | +44.1% | +154.7% | -110.5% | +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 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