+262.1%
PAAS vs SIMO
+2,080.4%
-1,818.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.7% | +0.8% |
| 7D | +8.4% | -22.0% | +30.4% | +12.1% |
| 30D | -7.2% | -43.0% | +35.9% | +0.6% |
| 3M | -14.0% | -39.1% | +25.1% | -8.7% |
| 6M | -26.8% | -33.3% | +6.5% | -24.6% |
| YTD | -19.8% | +77.0% | -96.8% | -31.7% |
| 1Y | +22.8% | +73.0% | -50.2% | +5.0% |
| 3Y | +183.6% | +215.7% | -32.1% | +115.1% |
| 5Y | +73.8% | +155.6% | -81.8% | +31.7% |
| 10Y | +185.6% | +388.4% | -202.8% | +85.1% |
| All | +262.1% | +2,080.4% | -1,818.4% | +39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling