+38.1%
O vs SIMO
+214.6%
-176.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -4.9% | -0.6% |
| 7D | +3.7% | -22.0% | +25.7% | +3.0% |
| 30D | +11.2% | -43.0% | +54.2% | +9.8% |
| 3M | -4.0% | -39.1% | +35.2% | -5.0% |
| 6M | -5.2% | -33.3% | +28.0% | -6.1% |
| YTD | +9.5% | +77.0% | -67.5% | +8.8% |
| 1Y | +10.6% | +73.0% | -62.4% | +9.9% |
| 3Y | +38.1% | +215.7% | -177.6% | +32.4% |
| All | +38.1% | +214.6% | -176.5% | +32.4% |
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 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