+1,045.6%
LOW vs SIMO
+2,171.3%
-1,125.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 7D | +8.7% | -16.0% | +24.7% | +10.8% |
| 30D | +25.5% | -35.8% | +61.2% | +31.5% |
| 3M | +6.6% | -26.5% | +33.1% | +8.7% |
| 6M | +2.4% | -33.0% | +35.4% | +3.5% |
| YTD | -1.7% | +84.3% | -86.1% | -17.0% |
| 1Y | +1.7% | +82.0% | -80.3% | -14.1% |
| 3Y | +26.6% | +218.5% | -191.9% | -4.4% |
| 5Y | +10.1% | +175.0% | -164.9% | -17.5% |
| 10Y | +303.3% | +407.5% | -104.2% | +162.9% |
| All | +1,045.6% | +2,171.3% | -1,125.7% | +367.6% |
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