+589.4%
SE vs SIMO
+510.4%
+79.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -3.0% |
| 7D | -6.1% | +4.2% | -10.3% | -7.2% |
| 30D | -2.5% | +4.1% | -6.5% | -4.7% |
| 3M | +21.7% | -12.9% | +34.6% | +21.0% |
| 6M | +27.0% | +110.3% | -83.3% | -9.0% |
| YTD | -12.1% | +178.6% | -190.7% | -44.1% |
| 1Y | -40.9% | +220.0% | -260.9% | -64.7% |
| 3Y | +191.0% | +409.0% | -218.0% | +40.8% |
| 5Y | -68.3% | +277.3% | -345.6% | -83.7% |
| All | +589.4% | +510.4% | +79.0% | +168.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling