+291.3%
IR vs SIMO
+529.8%
-238.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.7% | -7.4% | -0.1% |
| 7D | -2.8% | +4.2% | -7.1% | -3.5% |
| 30D | -15.1% | +4.1% | -19.2% | -16.2% |
| 3M | +6.1% | -12.9% | +18.9% | +6.2% |
| 6M | -16.8% | +110.3% | -127.2% | -32.0% |
| YTD | -3.5% | +178.6% | -182.1% | -27.1% |
| 1Y | -3.5% | +220.0% | -223.5% | -29.9% |
| 3Y | +9.5% | +409.0% | -399.6% | -30.3% |
| 5Y | +45.1% | +277.3% | -232.2% | -5.5% |
| All | +291.3% | +529.8% | -238.5% | +99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling