+100.5%
SIMO vs A
+24.4%
+76.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.0% | -10.6% | -9.7% |
| 7D | -16.9% | -2.4% | -14.5% | -16.7% |
| 30D | -35.4% | +3.6% | -39.0% | -35.4% |
| 3M | -31.9% | +27.5% | -59.3% | -31.8% |
| 6M | -19.3% | +58.5% | -77.8% | -20.6% |
| YTD | +98.5% | +31.2% | +67.3% | +124.6% |
| 1Y | +100.5% | +22.2% | +78.3% | +132.3% |
| All | +100.5% | +24.4% | +76.1% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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