-48.8%
SE vs SIMO
+94.5%
-143.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -9.6% | +14.0% | +4.3% |
| 7D | +6.7% | -16.9% | +23.5% | +6.5% |
| 30D | -17.2% | -35.4% | +18.2% | -17.8% |
| 3M | -28.0% | -31.9% | +3.8% | -28.1% |
| 6M | -6.1% | -19.3% | +13.2% | -7.4% |
| YTD | -37.1% | +98.5% | -135.6% | -46.3% |
| 1Y | -48.8% | +100.5% | -149.3% | -56.8% |
| All | -48.8% | +94.5% | -143.2% | -56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling