+14.1%
PH vs SIMO
+97.3%
-83.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.7% | -7.9% | +0.1% |
| 7D | +6.9% | +0.9% | +6.0% | +6.7% |
| 30D | +1.7% | -25.4% | +27.1% | +3.4% |
| 3M | -8.1% | -17.8% | +9.6% | -7.2% |
| 6M | +11.5% | -29.6% | +41.0% | +13.1% |
| YTD | +11.4% | +100.3% | -88.9% | +4.7% |
| 1Y | +14.1% | +100.4% | -86.3% | +6.9% |
| All | +14.1% | +97.3% | -83.2% | +6.9% |
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