+83.5%
LVS vs SIMO
+2,080.4%
-1,996.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.6% | -1.6% |
| 7D | +11.1% | -22.0% | +33.1% | +17.4% |
| 30D | +14.7% | -43.0% | +57.7% | +30.6% |
| 3M | -10.9% | -39.1% | +28.2% | -2.4% |
| 6M | -22.3% | -33.3% | +10.9% | -20.8% |
| YTD | -35.8% | +77.0% | -112.8% | -53.9% |
| 1Y | -33.5% | +73.0% | -106.5% | -52.0% |
| 3Y | -11.7% | +215.7% | -227.4% | -49.1% |
| 5Y | +2.6% | +155.6% | -153.0% | -40.0% |
| 10Y | -11.9% | +388.4% | -400.2% | -61.3% |
| All | +83.5% | +2,080.4% | -1,996.9% | -74.5% |
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 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