+446.1%
LITE vs SIMO
+144.7%
+301.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -14.4% | -4.3% | -10.8% |
| 7D | -44.6% | -31.4% | -13.2% | -31.1% |
| 30D | -55.0% | -45.2% | -9.9% | -37.0% |
| 3M | -38.3% | -36.5% | -1.8% | -20.6% |
| 6M | -48.8% | -34.2% | -14.6% | -35.4% |
| YTD | +38.3% | +69.9% | -31.6% | +2.4% |
| 1Y | +119.0% | +60.4% | +58.6% | +68.3% |
| 3Y | +1,092.0% | +203.1% | +888.9% | +594.1% |
| 5Y | +446.1% | +145.4% | +300.6% | +233.7% |
| All | +446.1% | +144.7% | +301.4% | +233.7% |
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