+57.3%
LLY vs SIMO
+94.5%
-37.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.6% | +10.2% | +0.2% |
| 7D | +10.1% | -16.9% | +26.9% | +9.3% |
| 30D | +24.0% | -35.4% | +59.4% | +22.3% |
| 3M | +27.3% | -31.9% | +59.2% | +26.1% |
| 6M | +47.0% | -19.3% | +66.3% | +44.3% |
| YTD | +32.6% | +98.5% | -65.9% | +19.4% |
| 1Y | +57.3% | +100.5% | -43.2% | +41.2% |
| All | +57.3% | +94.5% | -37.1% | +41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling