+642.3%
LYB vs SIMO
+6,941.9%
-6,299.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.5% |
| 7D | -3.1% | +14.5% | -17.6% | -5.7% |
| 30D | +4.0% | +20.4% | -16.4% | -0.2% |
| 3M | +2.4% | +7.1% | -4.7% | -1.9% |
| 6M | -1.4% | +129.2% | -130.7% | -22.7% |
| YTD | +53.9% | +201.9% | -148.0% | +11.9% |
| 1Y | +26.1% | +235.5% | -209.4% | -11.2% |
| 3Y | -21.0% | +463.8% | -484.9% | -52.3% |
| 5Y | -0.7% | +306.7% | -307.4% | -38.6% |
| 10Y | +49.3% | +579.5% | -530.2% | -25.2% |
| All | +642.3% | +6,941.9% | -6,299.6% | +84.8% |
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