+50.6%
LYB vs SIMO
+94.5%
-43.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -9.6% | +4.9% | -5.0% |
| 7D | -6.2% | -16.9% | +10.7% | -6.8% |
| 30D | +6.3% | -35.4% | +41.7% | +5.1% |
| 3M | +4.1% | -31.9% | +36.0% | +3.2% |
| 6M | -15.5% | -19.3% | +3.8% | -15.3% |
| YTD | +50.2% | +98.5% | -48.2% | +57.8% |
| 1Y | +50.6% | +100.5% | -49.9% | +58.7% |
| All | +50.6% | +94.5% | -43.9% | +58.7% |
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