+43.7%
RF vs SIMO
+144.7%
-101.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -14.4% | +12.3% | -0.8% |
| 7D | -1.6% | -31.4% | +29.8% | +1.7% |
| 30D | +5.0% | -45.2% | +50.2% | +10.8% |
| 3M | -10.0% | -36.5% | +26.5% | -7.3% |
| 6M | +3.3% | -34.2% | +37.5% | +3.9% |
| YTD | +7.9% | +69.9% | -62.0% | -9.8% |
| 1Y | +21.2% | +60.4% | -39.2% | +2.3% |
| 3Y | +105.8% | +203.1% | -97.3% | +47.5% |
| 5Y | +43.7% | +145.4% | -101.7% | +2.5% |
| All | +43.7% | +144.7% | -101.0% | +2.5% |
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