+3,365.1%
SIMO vs A
+998.1%
+2,366.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.6% | +8.1% | +8.4% |
| 7D | +4.2% | -1.9% | +6.2% | +5.4% |
| 30D | +4.1% | +6.9% | -2.8% | +0.1% |
| 3M | -12.9% | +9.2% | -22.1% | -17.6% |
| 6M | +110.3% | +25.7% | +84.7% | +80.3% |
| YTD | +178.6% | +11.5% | +167.0% | +155.2% |
| 1Y | +220.0% | +18.4% | +201.6% | +182.6% |
| 3Y | +409.0% | +26.6% | +382.4% | +319.2% |
| 5Y | +277.3% | -12.8% | +290.1% | +267.2% |
| 10Y | +506.6% | +247.2% | +259.4% | +139.6% |
| All | +3,365.1% | +998.1% | +2,366.9% | +634.2% |
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