+76.3%
RF vs SIMO
+3,332.4%
-3,256.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.8% | -1.9% |
| 7D | +1.3% | +4.2% | -2.9% | +0.3% |
| 30D | -3.6% | +4.1% | -7.7% | -5.2% |
| 3M | +8.1% | -12.9% | +21.0% | +7.8% |
| 6M | +11.5% | +110.3% | -98.9% | -12.2% |
| YTD | +15.6% | +178.6% | -163.0% | -15.7% |
| 1Y | +15.7% | +220.0% | -204.3% | -19.0% |
| 3Y | +86.9% | +409.0% | -322.1% | +14.1% |
| 5Y | +89.8% | +277.3% | -187.5% | +18.8% |
| 10Y | +344.7% | +506.6% | -161.9% | +131.6% |
| All | +76.3% | +3,332.4% | -3,256.1% | -60.3% |
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 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