+1,028.0%
PSA vs SIMO
+2,080.4%
-1,052.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.2% | -5.0% | -1.3% |
| 7D | +3.9% | -22.0% | +25.9% | +6.3% |
| 30D | +19.7% | -43.0% | +62.7% | +26.1% |
| 3M | +4.3% | -39.1% | +43.4% | +8.3% |
| 6M | +11.4% | -33.3% | +44.6% | +12.4% |
| YTD | +33.9% | +77.0% | -43.0% | +17.4% |
| 1Y | +28.3% | +73.0% | -44.7% | +12.6% |
| 3Y | +53.5% | +215.7% | -162.2% | +21.8% |
| 5Y | +30.6% | +155.6% | -125.0% | +3.6% |
| 10Y | +145.8% | +388.4% | -242.6% | +68.2% |
| All | +1,028.0% | +2,080.4% | -1,052.5% | +332.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling