+1,112.1%
PSX vs SIMO
+1,880.6%
-768.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.5% | -1.2% |
| 7D | +4.5% | +4.2% | +0.3% | +3.8% |
| 30D | +26.6% | +4.1% | +22.5% | +25.1% |
| 3M | +39.3% | -12.9% | +52.1% | +39.1% |
| 6M | +56.8% | +110.3% | -53.5% | +31.7% |
| YTD | +101.8% | +178.6% | -76.8% | +59.6% |
| 1Y | +99.6% | +220.0% | -120.4% | +52.9% |
| 3Y | +140.3% | +409.0% | -268.7% | +65.2% |
| 5Y | +339.3% | +277.3% | +62.0% | +206.4% |
| 10Y | +369.9% | +506.6% | -136.8% | +178.8% |
| All | +1,112.1% | +1,880.6% | -768.5% | +490.4% |
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