-24.8%
SIM vs SPY
+78.4%
-103.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -6.3% | -0.6% | -5.7% | -6.2% |
| 30D | -15.1% | -3.7% | -11.4% | -14.2% |
| 3M | -20.9% | -2.7% | -18.1% | -20.3% |
| 6M | -18.9% | +2.2% | -21.0% | -19.6% |
| YTD | -17.9% | +10.8% | -28.7% | -20.8% |
| 1Y | -16.7% | +11.2% | -28.0% | -19.8% |
| 3Y | -24.8% | +76.5% | -101.3% | -36.8% |
| All | -24.8% | +78.4% | -103.2% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling