+2,101.2%
SIMO vs A
+1,174.0%
+927.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.4% | +3.2% |
| 7D | -22.0% | -0.1% | -21.9% | -21.7% |
| 30D | -43.0% | +3.4% | -46.4% | -43.7% |
| 3M | -39.1% | +23.8% | -63.0% | -45.6% |
| 6M | -33.3% | +49.0% | -82.3% | -47.1% |
| YTD | +77.0% | +29.4% | +47.6% | +50.5% |
| 1Y | +73.0% | +19.4% | +53.6% | +53.6% |
| 3Y | +215.7% | +66.2% | +149.5% | +126.0% |
| 5Y | +155.6% | +15.8% | +139.8% | +113.4% |
| 10Y | +388.4% | +326.1% | +62.3% | +72.9% |
| All | +2,101.2% | +1,174.0% | +927.2% | +333.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling