+43.3%
SHEL vs SIMO
+94.5%
-51.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.6% | +7.3% | -2.1% |
| 7D | -3.2% | -16.9% | +13.7% | -3.0% |
| 30D | +5.5% | -35.4% | +40.9% | +6.0% |
| 3M | +14.4% | -31.9% | +46.2% | +14.7% |
| 6M | +16.2% | -19.3% | +35.5% | +15.4% |
| YTD | +42.4% | +98.5% | -56.1% | +40.5% |
| 1Y | +43.3% | +100.5% | -57.2% | +40.9% |
| All | +43.3% | +94.5% | -51.2% | +40.9% |
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