+145.4%
SIMO vs AR
+75.2%
+70.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.8% | -11.6% | -14.0% |
| 7D | -31.4% | -11.7% | -19.7% | -30.0% |
| 30D | -45.2% | +1.8% | -47.0% | -45.3% |
| 3M | -36.5% | +6.0% | -42.5% | -37.3% |
| 6M | -34.2% | -7.0% | -27.2% | -33.8% |
| YTD | +69.9% | +5.6% | +64.3% | +65.8% |
| 1Y | +60.4% | +10.8% | +49.6% | +55.1% |
| 3Y | +203.1% | +19.3% | +183.8% | +187.6% |
| 5Y | +145.4% | +73.3% | +72.1% | +113.2% |
| All | +145.4% | +75.2% | +70.3% | +113.2% |
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