+39.1%
O vs SIMO
+221.6%
-182.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | -0.9% |
| 7D | -0.4% | +4.1% | -4.5% | -0.2% |
| 30D | +7.1% | -24.0% | +31.1% | +6.5% |
| 3M | -5.2% | -31.8% | +26.5% | -5.9% |
| 6M | -1.8% | -36.9% | +35.1% | -2.6% |
| YTD | +9.1% | +84.8% | -75.8% | +8.5% |
| 1Y | +9.7% | +99.0% | -89.3% | +9.1% |
| 3Y | +39.1% | +217.9% | -178.8% | +32.6% |
| All | +39.1% | +221.6% | -182.5% | +32.6% |
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