+5,083.9%
LITE vs SIMO
+1,030.1%
+4,053.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.7% | -4.7% | +0.2% |
| 7D | -1.5% | +4.2% | -5.8% | -3.4% |
| 30D | +6.7% | +4.1% | +2.6% | +4.8% |
| 3M | -6.8% | -12.9% | +6.1% | -1.5% |
| 6M | +29.4% | +110.3% | -80.9% | -8.5% |
| YTD | +139.1% | +178.6% | -39.5% | +50.1% |
| 1Y | +521.0% | +220.0% | +301.0% | +273.3% |
| 3Y | +1,535.3% | +409.0% | +1,126.3% | +734.6% |
| 5Y | +889.8% | +277.3% | +612.5% | +427.8% |
| 10Y | +2,400.7% | +506.6% | +1,894.1% | +902.8% |
| All | +5,083.9% | +1,030.1% | +4,053.8% | +2,108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling