+116.4%
RF vs SIMO
+220.9%
-104.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | +0.3% | -16.0% | +16.4% | +1.4% |
| 30D | +6.2% | -35.8% | +41.9% | +9.0% |
| 3M | -7.8% | -26.5% | +18.6% | -6.9% |
| 6M | +5.9% | -33.0% | +38.9% | +6.2% |
| YTD | +9.0% | +84.3% | -75.3% | -9.5% |
| 1Y | +19.3% | +82.0% | -62.7% | -0.9% |
| 3Y | +116.4% | +218.5% | -102.1% | +32.3% |
| All | +116.4% | +220.9% | -104.4% | +32.3% |
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