+17.5%
P vs SIMO
+94.5%
-76.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -9.6% | +4.6% | -2.4% |
| 7D | -19.4% | -16.9% | -2.5% | -15.3% |
| 30D | -22.3% | -35.4% | +13.1% | -13.7% |
| 3M | +33.2% | -31.9% | +65.1% | +44.5% |
| 6M | +53.6% | -19.3% | +73.0% | +62.4% |
| YTD | +66.8% | +98.5% | -31.7% | +43.3% |
| 1Y | +17.5% | +100.5% | -83.0% | -0.2% |
| All | +17.5% | +94.5% | -76.9% | -0.2% |
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