+218.5%
SIMO vs ARMK
+100.8%
+117.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | -16.0% | -0.7% | -15.3% | -15.6% |
| 30D | -35.8% | -1.3% | -34.4% | -35.0% |
| 3M | -26.5% | -2.5% | -24.0% | -25.3% |
| 6M | -33.0% | +20.8% | -53.8% | -36.6% |
| YTD | +84.3% | +48.2% | +36.2% | +60.2% |
| 1Y | +82.0% | +45.7% | +36.2% | +58.9% |
| 3Y | +218.5% | +96.6% | +121.9% | +150.5% |
| All | +218.5% | +100.8% | +117.7% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 3y: compounded portfolio wealth divided by compounded ARMK 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…
3y analysis · Full analysis span regression · 6 months rolling