+104.9%
PSX vs SIMO
+235.9%
-131.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.2% | -4.6% | +1.4% |
| 7D | +2.8% | +14.6% | -11.8% | +2.5% |
| 30D | +27.8% | +6.2% | +21.6% | +27.4% |
| 3M | +42.0% | +3.6% | +38.5% | +40.8% |
| 6M | +58.1% | +130.8% | -72.7% | +50.1% |
| YTD | +105.0% | +195.8% | -90.7% | +90.9% |
| 1Y | +104.9% | +225.0% | -120.1% | +92.9% |
| All | +104.9% | +235.9% | -131.0% | +92.9% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling