+26.3%
LIN vs SIMO
+71.5%
-45.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -14.4% | +13.7% | -1.0% |
| 7D | +3.6% | -31.4% | +35.0% | +2.8% |
| 30D | +6.4% | -45.2% | +51.5% | +5.3% |
| 3M | +6.5% | -36.5% | +43.0% | +5.9% |
| 6M | +4.9% | -34.2% | +39.0% | +4.4% |
| YTD | +23.4% | +69.9% | -46.5% | +27.3% |
| 1Y | +26.3% | +60.4% | -34.1% | +30.3% |
| All | +26.3% | +71.5% | -45.2% | +30.3% |
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 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