+156.7%
SIMO vs A
+15.4%
+141.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.4% | +3.6% |
| 7D | -22.0% | -0.1% | -21.9% | -21.8% |
| 30D | -43.0% | +3.4% | -46.4% | -43.3% |
| 3M | -39.1% | +23.8% | -63.0% | -42.7% |
| 6M | -33.3% | +49.0% | -82.3% | -41.3% |
| YTD | +77.0% | +29.4% | +47.6% | +63.9% |
| 1Y | +73.0% | +19.4% | +53.6% | +64.9% |
| 3Y | +215.7% | +66.2% | +149.5% | +166.5% |
| All | +156.7% | +15.4% | +141.4% | +163.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling