+13.4%
LYFT vs SIMO
+116.0%
-102.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +0.8% |
| 7D | -13.1% | +12.5% | -25.6% | -13.0% |
| 30D | -14.4% | +18.4% | -32.8% | -14.3% |
| 3M | +12.2% | +5.6% | +6.6% | +11.8% |
| 6M | +13.4% | +116.9% | -103.6% | +2.1% |
| All | +13.4% | +116.0% | -102.7% | +2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling