+651.4%
O vs SIMO
+3,332.4%
-2,681.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.7% | -9.5% | -1.7% |
| 7D | -0.7% | +4.2% | -5.0% | -1.2% |
| 30D | -1.9% | +4.1% | -6.0% | -2.7% |
| 3M | +3.8% | -12.9% | +16.7% | +3.7% |
| 6M | -4.7% | +110.3% | -115.1% | -15.3% |
| YTD | +12.5% | +178.6% | -166.1% | -3.9% |
| 1Y | +10.8% | +220.0% | -209.2% | -7.2% |
| 3Y | +28.8% | +409.0% | -380.3% | -0.3% |
| 5Y | +13.2% | +277.3% | -264.1% | -11.5% |
| 10Y | +53.5% | +506.6% | -453.2% | +7.7% |
| All | +651.4% | +3,332.4% | -2,681.0% | +205.3% |
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 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