-18.6%
ORLY vs SIMO
+220.5%
-239.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | -0.9% |
| 7D | -2.1% | +12.5% | -14.7% | -1.5% |
| 30D | -7.6% | +18.4% | -26.0% | -6.6% |
| 3M | -5.5% | +5.6% | -11.1% | -4.9% |
| 6M | -9.7% | +116.9% | -126.6% | -8.5% |
| YTD | -6.2% | +188.4% | -194.7% | -3.5% |
| 1Y | -18.6% | +221.3% | -239.9% | -17.4% |
| All | -18.6% | +220.5% | -239.1% | -17.4% |
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 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