+40.2%
LUV vs SIMO
+469.0%
-428.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.3% |
| 7D | +0.7% | +14.5% | -13.9% | -1.3% |
| 30D | -13.4% | +20.4% | -33.9% | -16.0% |
| 3M | -9.6% | +7.1% | -16.7% | -12.0% |
| 6M | -8.9% | +129.2% | -138.1% | -25.1% |
| YTD | -5.2% | +201.9% | -207.1% | -29.1% |
| 1Y | +27.0% | +235.5% | -208.5% | -9.0% |
| All | +40.2% | +469.0% | -428.8% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling