+3,586.8%
LITE vs SIMO
+705.2%
+2,881.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -9.6% | +1.7% | -3.5% |
| 7D | -31.4% | -16.9% | -14.5% | -25.0% |
| 30D | -42.6% | -35.4% | -7.2% | -29.5% |
| 3M | -26.2% | -31.9% | +5.7% | -12.1% |
| 6M | -35.8% | -19.3% | -16.5% | -28.7% |
| YTD | +70.0% | +98.5% | -28.4% | +24.9% |
| 1Y | +232.7% | +100.5% | +132.2% | +146.4% |
| 3Y | +1,365.7% | +254.1% | +1,111.7% | +782.2% |
| 5Y | +609.5% | +187.4% | +422.1% | +334.2% |
| 10Y | +1,721.9% | +447.7% | +1,274.2% | +742.1% |
| All | +3,586.8% | +705.2% | +2,881.6% | +1,737.7% |
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 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