+26.2%
PSA vs SIMO
+92.3%
-66.1%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.8% |
| 7D | -2.1% | +14.9% | -17.0% | -1.5% |
| 30D | +15.6% | -27.0% | +42.6% | +14.5% |
| 3M | +4.1% | -25.4% | +29.4% | +3.4% |
| 6M | +9.2% | -30.3% | +39.4% | +8.3% |
| YTD | +32.3% | +95.8% | -63.5% | +25.8% |
| 1Y | +26.2% | +100.0% | -73.9% | +20.1% |
| All | +26.2% | +92.3% | -66.1% | +20.1% |
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