-78.2%
SE vs SIMO
+184.2%
-262.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.1% |
| 7D | -1.5% | +14.9% | -16.3% | -3.8% |
| 30D | -22.3% | -27.0% | +4.7% | -18.9% |
| 3M | -41.8% | -25.4% | -16.5% | -40.3% |
| 6M | -22.4% | -30.3% | +7.9% | -22.3% |
| YTD | -41.6% | +95.8% | -137.4% | -58.9% |
| 1Y | -48.0% | +100.0% | -148.0% | -63.8% |
| 3Y | +63.9% | +238.3% | -174.4% | -9.9% |
| 5Y | -78.2% | +187.6% | -265.7% | -87.8% |
| All | -78.2% | +184.2% | -262.4% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling