+270.1%
SIMO vs ARMK
+144.6%
+125.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.9% | +9.6% | +8.9% |
| 7D | +4.2% | -2.4% | +6.6% | +4.9% |
| 30D | +4.1% | 0.0% | +4.1% | +4.1% |
| 3M | -12.9% | +6.7% | -19.5% | -14.5% |
| 6M | +110.3% | +38.8% | +71.5% | +89.6% |
| YTD | +178.6% | +55.2% | +123.4% | +141.7% |
| 1Y | +220.0% | +46.6% | +173.4% | +182.4% |
| 3Y | +409.0% | +112.9% | +296.1% | +298.6% |
| All | +270.1% | +144.6% | +125.5% | +172.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling