+903.8%
LOW vs SIMO
+3,332.4%
-2,428.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.7% | -7.4% | +0.1% |
| 7D | -1.7% | +4.2% | -6.0% | -2.3% |
| 30D | -7.0% | +4.1% | -11.1% | -8.0% |
| 3M | -0.9% | -12.9% | +12.0% | -1.1% |
| 6M | -20.1% | +110.3% | -130.4% | -31.5% |
| YTD | -13.9% | +178.6% | -192.5% | -30.0% |
| 1Y | -21.1% | +220.0% | -241.1% | -37.6% |
| 3Y | -6.6% | +409.0% | -415.7% | -32.7% |
| 5Y | +9.4% | +277.3% | -268.0% | -20.0% |
| 10Y | +220.5% | +506.6% | -286.1% | +107.5% |
| All | +903.8% | +3,332.4% | -2,428.6% | +294.5% |
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