+68.2%
RF vs SIMO
+2,345.4%
-2,277.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.6% | +11.1% | +3.5% |
| 7D | +2.3% | -16.9% | +19.1% | +5.7% |
| 30D | +7.2% | -35.4% | +42.6% | +15.9% |
| 3M | -8.2% | -31.9% | +23.7% | -3.5% |
| 6M | +7.0% | -19.3% | +26.3% | +5.2% |
| YTD | +10.3% | +98.5% | -88.2% | -15.5% |
| 1Y | +25.1% | +100.5% | -75.4% | -4.6% |
| 3Y | +110.3% | +254.1% | -143.8% | +35.7% |
| 5Y | +47.1% | +187.4% | -140.3% | -4.6% |
| 10Y | +297.9% | +447.7% | -149.8% | +107.0% |
| All | +68.2% | +2,345.4% | -2,277.2% | -60.2% |
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