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  • LUNR vs SIMO✓SelectedUSD · SIMOLUNR vs SIMO performance historyLatest closeAs of-2.14%09/10
Stock and ETF performance explorer

LUNR vs SIMO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+76.1%
SIMO return
+220.5%
Excess return
-144.3%
Maximum drawdown
-75.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioSIMOExcessAlpha
1D-2.1%-4.5%+2.3%-1.1%
7D-0.5%+12.5%-13.1%-3.2%
30D-11.3%+18.4%-29.7%-14.4%
3M-44.9%+5.6%-50.5%-46.0%
6M-17.3%+116.9%-134.2%-24.1%
YTD-9.9%+188.4%-198.3%-33.2%
1Y+76.1%+221.3%-145.1%+28.6%
All+76.1%+220.5%-144.3%+28.6%

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 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