+30.0%
LIN vs SIMO
+418.6%
-388.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.7% | -9.7% | -1.2% |
| 7D | -2.1% | +4.2% | -6.3% | -2.2% |
| 30D | -2.4% | +4.1% | -6.5% | -2.6% |
| 3M | -5.6% | -12.9% | +7.3% | -5.5% |
| 6M | -3.4% | +110.3% | -113.7% | -7.9% |
| YTD | +13.1% | +178.6% | -165.5% | +4.9% |
| 1Y | +2.5% | +220.0% | -217.5% | -6.9% |
| All | +30.0% | +418.6% | -388.5% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling