-20.1%
LVS vs SIMO
+220.5%
-240.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -1.7% |
| 7D | -4.3% | +12.5% | -16.8% | -4.3% |
| 30D | -6.8% | +18.4% | -25.2% | -6.9% |
| 3M | -15.6% | +5.6% | -21.2% | -16.0% |
| 6M | -20.6% | +116.9% | -137.5% | -24.4% |
| YTD | -33.4% | +188.4% | -221.8% | -39.0% |
| 1Y | -20.1% | +221.3% | -241.4% | -28.5% |
| All | -20.1% | +220.5% | -240.6% | -28.5% |
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 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