+73.0%
SIMO vs AR
+8.4%
+64.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.1% |
| 7D | -22.0% | -14.3% | -7.7% | -22.6% |
| 30D | -43.0% | +1.4% | -44.5% | -42.5% |
| 3M | -39.1% | +3.4% | -42.5% | -38.6% |
| 6M | -33.3% | -2.1% | -31.2% | -32.3% |
| YTD | +77.0% | +4.7% | +72.3% | +69.4% |
| 1Y | +73.0% | +10.6% | +62.4% | +61.4% |
| All | +73.0% | +8.4% | +64.6% | +61.4% |
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