-68.1%
SE vs SIMO
+269.6%
-337.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -2.4% |
| 7D | -6.1% | +4.2% | -10.3% | -6.9% |
| 30D | -2.5% | +4.1% | -6.5% | -4.1% |
| 3M | +21.7% | -12.9% | +34.6% | +21.5% |
| 6M | +27.0% | +110.3% | -83.3% | -3.8% |
| YTD | -12.1% | +178.6% | -190.7% | -40.5% |
| 1Y | -40.9% | +220.0% | -260.9% | -62.3% |
| 3Y | +191.0% | +409.0% | -218.0% | +51.5% |
| All | -68.1% | +269.6% | -337.6% | -80.7% |
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