+180.5%
PL vs SIMO
+226.2%
-45.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.7% | -10.0% | -3.0% |
| 7D | -9.3% | +4.2% | -13.5% | -10.1% |
| 30D | -18.9% | +4.1% | -23.0% | -19.9% |
| 3M | -58.4% | -12.9% | -45.5% | -57.6% |
| 6M | -30.3% | +110.3% | -140.7% | -34.4% |
| YTD | -8.1% | +178.6% | -186.7% | -26.7% |
| 1Y | +180.5% | +220.0% | -39.5% | +84.1% |
| All | +180.5% | +226.2% | -45.7% | +84.1% |
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 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