+82.0%
PR vs SIMO
+71.5%
+10.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -14.4% | +9.5% | -4.5% |
| 7D | -16.5% | -31.4% | +14.8% | -16.1% |
| 30D | -4.5% | -45.2% | +40.6% | -4.0% |
| 3M | +8.5% | -36.5% | +45.1% | +8.9% |
| 6M | -3.3% | -34.2% | +30.9% | -2.9% |
| YTD | +55.7% | +69.9% | -14.2% | +60.8% |
| 1Y | +82.0% | +60.4% | +21.6% | +90.5% |
| All | +82.0% | +71.5% | +10.5% | +90.5% |
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