-22.0%
LYB vs SIMO
+443.5%
-465.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | 0.0% |
| 7D | -0.7% | +12.5% | -13.2% | -1.5% |
| 30D | +1.5% | +18.4% | -16.9% | +0.2% |
| 3M | -0.3% | +5.6% | -5.9% | -1.9% |
| 6M | +0.1% | +116.9% | -116.9% | -10.4% |
| YTD | +53.4% | +188.4% | -135.0% | +28.4% |
| 1Y | +25.6% | +221.3% | -195.6% | +2.1% |
| All | -22.0% | +443.5% | -465.5% | -47.2% |
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