+319.4%
IR vs SIMO
+284.1%
+35.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -14.4% | +11.6% | -0.5% |
| 7D | +2.3% | -31.4% | +33.7% | +8.1% |
| 30D | +3.3% | -45.2% | +48.5% | +12.7% |
| 3M | -9.0% | -36.5% | +27.5% | -4.1% |
| 6M | +8.0% | -34.2% | +42.2% | +10.5% |
| YTD | +3.4% | +69.9% | -66.5% | -16.6% |
| 1Y | +4.5% | +60.4% | -55.9% | -14.8% |
| 3Y | +25.6% | +203.1% | -177.5% | -14.2% |
| 5Y | +43.8% | +145.4% | -101.6% | -1.5% |
| All | +319.4% | +284.1% | +35.3% | +128.5% |
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