+237.3%
P vs SIMO
+144.7%
+92.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -14.4% | -2.0% | -11.6% |
| 7D | -31.9% | -31.4% | -0.5% | -22.6% |
| 30D | -36.5% | -45.2% | +8.6% | -23.0% |
| 3M | +11.6% | -36.5% | +48.1% | +27.2% |
| 6M | +25.2% | -34.2% | +59.4% | +39.3% |
| YTD | +39.4% | +69.9% | -30.5% | +7.1% |
| 1Y | -3.7% | +60.4% | -64.1% | -24.6% |
| 3Y | +167.3% | +203.1% | -35.9% | +65.9% |
| 5Y | +237.3% | +145.4% | +91.9% | +105.7% |
| All | +237.3% | +144.7% | +92.6% | +105.7% |
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