-50.5%
SE vs SIMO
+77.7%
-128.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -1.5% |
| 7D | 0.0% | -16.0% | +16.1% | -0.2% |
| 30D | -19.4% | -35.8% | +16.4% | -19.9% |
| 3M | -33.1% | -26.5% | -6.6% | -33.2% |
| 6M | -11.4% | -33.0% | +21.6% | -12.2% |
| YTD | -39.8% | +84.3% | -124.1% | -48.1% |
| 1Y | -50.5% | +82.0% | -132.4% | -57.3% |
| All | -50.5% | +77.7% | -128.2% | -57.3% |
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 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