+79.3%
PR vs SIMO
+418.6%
-339.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.7% | -10.3% | -2.5% |
| 7D | +2.9% | +4.2% | -1.3% | +2.4% |
| 30D | +18.0% | +4.1% | +14.0% | +17.0% |
| 3M | +16.9% | -12.9% | +29.7% | +17.1% |
| 6M | +28.2% | +110.3% | -82.1% | +9.4% |
| YTD | +69.3% | +178.6% | -109.2% | +32.9% |
| 1Y | +69.5% | +220.0% | -150.5% | +25.4% |
| All | +79.3% | +418.6% | -339.2% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling