+170.0%
SIMO vs AR
+99.4%
+70.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.6% |
| 7D | +4.1% | +7.4% | -3.3% | +3.0% |
| 30D | -24.0% | +5.8% | -29.7% | -24.6% |
| 3M | -31.8% | +5.2% | -37.0% | -32.4% |
| 6M | -36.9% | +5.4% | -42.3% | -37.8% |
| YTD | +84.8% | +12.4% | +72.4% | +78.7% |
| 1Y | +99.0% | +12.8% | +86.2% | +92.2% |
| 3Y | +217.9% | +47.2% | +170.8% | +194.7% |
| All | +170.0% | +99.4% | +70.6% | +145.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling