+26.2%
MAR vs SIMO
+226.2%
-200.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | +0.2% |
| 7D | -4.2% | +4.2% | -8.4% | -4.1% |
| 30D | -6.7% | +4.1% | -10.8% | -6.6% |
| 3M | -12.5% | -12.9% | +0.4% | -12.4% |
| 6M | +0.6% | +110.3% | -109.8% | -2.2% |
| YTD | +9.1% | +178.6% | -169.5% | +1.9% |
| 1Y | +26.2% | +220.0% | -193.8% | +11.3% |
| All | +26.2% | +226.2% | -200.0% | +11.3% |
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