+100.4%
SIMO vs ARWR
+25.1%
+75.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.7% | +7.9% | +8.5% |
| 7D | +0.9% | -19.9% | +20.9% | +5.0% |
| 30D | -25.4% | -18.7% | -6.7% | -22.6% |
| 3M | -17.8% | -44.7% | +26.9% | -9.1% |
| 6M | -29.6% | -36.5% | +7.0% | -24.2% |
| YTD | +100.3% | -25.7% | +126.0% | +107.5% |
| 1Y | +100.4% | +18.9% | +81.4% | +92.3% |
| All | +100.4% | +25.1% | +75.3% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 1y: compounded portfolio wealth divided by compounded ARWR 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…
1y analysis · Full analysis span regression · 6 months rolling