+100.0%
SIMO vs AR
+10.2%
+89.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.3% |
| 7D | +14.9% | +6.4% | +8.5% | +14.9% |
| 30D | -27.0% | +3.1% | -30.1% | -26.6% |
| 3M | -25.4% | +3.3% | -28.7% | -24.9% |
| 6M | -30.3% | +6.6% | -36.8% | -29.2% |
| YTD | +95.8% | +12.3% | +83.5% | +86.6% |
| 1Y | +100.0% | +12.3% | +87.7% | +91.0% |
| All | +100.0% | +10.2% | +89.9% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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