+236.7%
LUV vs SIMO
+3,332.4%
-3,095.6%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.7% | -6.4% | +0.9% |
| 7D | +0.4% | +4.2% | -3.8% | -0.3% |
| 30D | -18.4% | +4.1% | -22.5% | -19.4% |
| 3M | -3.2% | -12.9% | +9.7% | -3.0% |
| 6M | -14.8% | +110.3% | -125.2% | -27.8% |
| YTD | -2.9% | +178.6% | -181.4% | -22.3% |
| 1Y | +29.6% | +220.0% | -190.4% | +0.8% |
| 3Y | +35.2% | +409.0% | -373.8% | -4.3% |
| 5Y | -11.7% | +277.3% | -289.0% | -36.0% |
| 10Y | +21.6% | +506.6% | -485.0% | -22.0% |
| All | +236.7% | +3,332.4% | -3,095.6% | +33.9% |
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