+90.1%
RF vs SIMO
+269.6%
-179.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.8% | -1.0% |
| 7D | +1.3% | +4.2% | -2.9% | +0.8% |
| 30D | -3.6% | +4.1% | -7.7% | -4.4% |
| 3M | +8.1% | -12.9% | +21.0% | +8.2% |
| 6M | +11.5% | +110.3% | -98.9% | -4.3% |
| YTD | +15.6% | +178.6% | -163.0% | -6.7% |
| 1Y | +15.7% | +220.0% | -204.3% | -9.8% |
| 3Y | +86.9% | +409.0% | -322.1% | +29.4% |
| All | +90.1% | +269.6% | -179.5% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling