+100.5%
SIMO vs AGI
-1.1%
+101.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +10.8% | -20.4% | -10.7% |
| 7D | -16.9% | -5.3% | -11.6% | -16.1% |
| 30D | -35.4% | -7.1% | -28.2% | -34.6% |
| 3M | -31.9% | +4.4% | -36.3% | -32.1% |
| 6M | -19.3% | -23.0% | +3.7% | -16.8% |
| YTD | +98.5% | -22.0% | +120.5% | +92.1% |
| 1Y | +100.5% | +0.3% | +100.2% | +64.4% |
| All | +100.5% | -1.1% | +101.6% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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