+403.1%
PL vs SIMO
+202.0%
+201.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -14.4% | +4.3% | -5.2% |
| 7D | -20.5% | -31.4% | +10.8% | -9.9% |
| 30D | -38.8% | -45.2% | +6.4% | -25.8% |
| 3M | -49.1% | -36.5% | -12.6% | -42.4% |
| 6M | -69.4% | -34.2% | -35.2% | -65.7% |
| YTD | -42.3% | +69.9% | -112.3% | -60.9% |
| 1Y | -14.2% | +60.4% | -74.6% | -40.0% |
| All | +403.1% | +202.0% | +201.1% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling