+75.8%
PR vs SIMO
+67.0%
+8.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.2% | +1.8% |
| 7D | -16.4% | -22.0% | +5.6% | -16.0% |
| 30D | -1.9% | -43.0% | +41.2% | -1.3% |
| 3M | +8.0% | -39.1% | +47.1% | +8.6% |
| 6M | +4.1% | -33.3% | +37.4% | +4.4% |
| YTD | +58.7% | +77.0% | -18.3% | +60.2% |
| 1Y | +75.8% | +73.0% | +2.8% | +79.8% |
| All | +75.8% | +67.0% | +8.9% | +79.8% |
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