+238.6%
P vs SIMO
+154.7%
+84.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.6% | +2.2% |
| 7D | -23.8% | -22.0% | -1.8% | -17.0% |
| 30D | -36.6% | -43.0% | +6.4% | -24.1% |
| 3M | +10.9% | -39.1% | +50.0% | +28.1% |
| 6M | +30.0% | -33.3% | +63.3% | +43.9% |
| YTD | +44.4% | +77.0% | -32.6% | +9.4% |
| 1Y | +3.9% | +73.0% | -69.1% | -20.8% |
| 3Y | +176.6% | +215.7% | -39.1% | +69.3% |
| All | +238.6% | +154.7% | +84.0% | +108.4% |
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 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