+82.3%
PL vs SIMO
+269.6%
-187.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.7% | -10.0% | -4.0% |
| 7D | -9.3% | +4.2% | -13.5% | -10.6% |
| 30D | -18.9% | +4.1% | -23.0% | -20.7% |
| 3M | -58.4% | -12.9% | -45.5% | -57.1% |
| 6M | -30.3% | +110.3% | -140.7% | -48.8% |
| YTD | -8.1% | +178.6% | -186.7% | -41.7% |
| 1Y | +180.5% | +220.0% | -39.5% | +67.0% |
| 3Y | +444.1% | +409.0% | +35.1% | +165.0% |
| All | +82.3% | +269.6% | -187.3% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling