+490.8%
LITE vs SIMO
+154.7%
+336.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.2% | +1.5% | +3.4% |
| 7D | -35.9% | -22.0% | -13.9% | -25.7% |
| 30D | -51.5% | -43.0% | -8.5% | -33.5% |
| 3M | -35.7% | -39.1% | +3.4% | -15.5% |
| 6M | -43.0% | -33.3% | -9.7% | -28.7% |
| YTD | +46.1% | +77.0% | -30.8% | +5.8% |
| 1Y | +124.7% | +73.0% | +51.7% | +66.2% |
| 3Y | +1,172.1% | +215.7% | +956.3% | +624.9% |
| All | +490.8% | +154.7% | +336.2% | +251.4% |
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