+901.5%
LITE vs SIMO
+269.6%
+632.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.7% | -4.7% | -0.5% |
| 7D | -1.5% | +4.2% | -5.8% | -3.7% |
| 30D | +6.7% | +4.1% | +2.6% | +4.3% |
| 3M | -6.8% | -12.9% | +6.1% | -1.0% |
| 6M | +29.4% | +110.3% | -80.9% | -14.7% |
| YTD | +139.1% | +178.6% | -39.5% | +35.6% |
| 1Y | +521.0% | +220.0% | +301.0% | +233.8% |
| 3Y | +1,535.3% | +409.0% | +1,126.3% | +628.3% |
| All | +901.5% | +269.6% | +632.0% | +397.0% |
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