-0.4%
PL vs SIMO
+94.5%
-94.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.6% | +3.2% | -4.5% |
| 7D | -11.7% | -16.9% | +5.2% | -8.5% |
| 30D | -27.1% | -35.4% | +8.2% | -21.4% |
| 3M | -44.6% | -31.9% | -12.7% | -41.2% |
| 6M | -67.2% | -19.3% | -47.9% | -64.5% |
| YTD | -35.9% | +98.5% | -134.3% | -33.4% |
| 1Y | -0.4% | +100.5% | -100.9% | -1.0% |
| All | -0.4% | +94.5% | -94.9% | -1.0% |
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