+1,555.1%
SIMO vs AR
-32.8%
+1,587.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.8% | -11.6% | -14.1% |
| 7D | -31.4% | -11.7% | -19.7% | -30.5% |
| 30D | -45.2% | +1.8% | -47.0% | -45.3% |
| 3M | -36.5% | +6.0% | -42.5% | -37.0% |
| 6M | -34.2% | -7.0% | -27.2% | -34.0% |
| YTD | +69.9% | +5.6% | +64.3% | +67.7% |
| 1Y | +60.4% | +10.8% | +49.6% | +57.5% |
| 3Y | +203.1% | +19.3% | +183.8% | +193.7% |
| 5Y | +145.4% | +73.3% | +72.1% | +126.1% |
| 10Y | +368.9% | +47.6% | +321.3% | +336.1% |
| All | +1,555.1% | -32.8% | +1,587.9% | +1,546.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling