-14.2%
PL vs SIMO
+71.5%
-85.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -14.4% | +4.3% | -7.1% |
| 7D | -20.5% | -31.4% | +10.8% | -14.4% |
| 30D | -38.8% | -45.2% | +6.4% | -31.7% |
| 3M | -49.1% | -36.5% | -12.6% | -45.0% |
| 6M | -69.4% | -34.2% | -35.2% | -65.9% |
| YTD | -42.3% | +69.9% | -112.3% | -37.2% |
| 1Y | -14.2% | +60.4% | -74.6% | -4.8% |
| All | -14.2% | +71.5% | -85.7% | -4.8% |
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