+1,527.5%
META vs SIMO
+2,581.1%
-1,053.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.7% | -7.7% | -0.5% |
| 7D | +6.7% | +4.2% | +2.5% | +5.9% |
| 30D | +4.8% | +4.1% | +0.7% | +3.4% |
| 3M | -1.6% | -12.9% | +11.2% | -1.8% |
| 6M | -7.5% | +110.3% | -117.8% | -24.3% |
| YTD | -6.4% | +178.6% | -185.0% | -28.6% |
| 1Y | -17.3% | +220.0% | -237.3% | -39.1% |
| 3Y | +109.9% | +409.0% | -299.1% | +38.2% |
| 5Y | +65.4% | +277.3% | -212.0% | +12.2% |
| 10Y | +391.8% | +506.6% | -114.8% | +190.4% |
| All | +1,527.5% | +2,581.1% | -1,053.7% | +792.4% |
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