-50.7%
SE vs SIMO
+67.0%
-117.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.0% | +0.2% |
| 7D | +2.0% | -22.0% | +24.0% | +1.8% |
| 30D | -20.0% | -43.0% | +23.0% | -20.7% |
| 3M | -31.8% | -39.1% | +7.4% | -32.0% |
| 6M | -15.9% | -33.3% | +17.4% | -16.7% |
| YTD | -40.6% | +77.0% | -117.6% | -49.1% |
| 1Y | -50.7% | +73.0% | -123.7% | -57.4% |
| All | -50.7% | +67.0% | -117.7% | -57.4% |
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