+11.1%
PL vs SIMO
+144.7%
-133.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -14.4% | +4.3% | -5.4% |
| 7D | -20.5% | -31.4% | +10.8% | -10.3% |
| 30D | -38.8% | -45.2% | +6.4% | -26.1% |
| 3M | -49.1% | -36.5% | -12.6% | -42.6% |
| 6M | -69.4% | -34.2% | -35.2% | -65.9% |
| YTD | -42.3% | +69.9% | -112.3% | -58.0% |
| 1Y | -14.2% | +60.4% | -74.6% | -36.0% |
| 3Y | +398.7% | +203.1% | +195.6% | +179.3% |
| 5Y | +11.1% | +145.4% | -134.3% | -33.7% |
| All | +11.1% | +144.7% | -133.5% | -33.7% |
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