+14.9%
O vs SIMO
+269.6%
-254.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.7% | -9.5% | -0.8% |
| 7D | -0.7% | +4.2% | -5.0% | -0.8% |
| 30D | -1.9% | +4.1% | -6.0% | -1.9% |
| 3M | +3.8% | -12.9% | +16.7% | +3.9% |
| 6M | -4.7% | +110.3% | -115.1% | -6.8% |
| YTD | +12.5% | +178.6% | -166.1% | +8.9% |
| 1Y | +10.8% | +220.0% | -209.2% | +6.7% |
| 3Y | +28.8% | +409.0% | -380.3% | +20.7% |
| All | +14.9% | +269.6% | -254.6% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling