+52.2%
ON vs SIMO
+216.4%
-164.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.7% | -7.7% | -1.9% |
| 7D | +2.4% | +4.2% | -1.8% | +0.8% |
| 30D | -3.3% | +4.1% | -7.4% | -5.6% |
| 3M | -43.6% | -12.9% | -30.7% | -41.5% |
| 6M | +19.0% | +110.3% | -91.4% | -6.9% |
| YTD | +37.4% | +178.6% | -141.2% | -8.1% |
| All | +52.2% | +216.4% | -164.2% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling