Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • PR vs SIMO✓SelectedUSD · SIMOPR vs SIMO performance historyLatest closeAs of-1.60%09/04
Stock and ETF performance explorer

PR vs SIMO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+69.5%
SIMO return
+226.2%
Excess return
-156.7%
Maximum drawdown
-19.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioSIMOExcessAlpha
1D-1.6%+8.7%-10.3%-1.6%
7D+2.9%+4.2%-1.3%+2.9%
30D+18.0%+4.1%+14.0%+18.0%
3M+16.9%-12.9%+29.7%+16.8%
6M+28.2%+110.3%-82.1%+29.4%
YTD+69.3%+178.6%-109.2%+73.0%
1Y+69.5%+220.0%-150.5%+84.3%
All+69.5%+226.2%-156.7%+84.3%

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