+84.6%
SIMO vs ARWR
+20.5%
+64.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -15.3% | +21.0% | +8.4% |
| 7D | -8.5% | -17.3% | +8.9% | -5.4% |
| 30D | -34.8% | -21.5% | -13.3% | -32.0% |
| 3M | -32.8% | -43.8% | +11.0% | -26.1% |
| 6M | -32.0% | -32.3% | +0.2% | -27.5% |
| YTD | +87.0% | -25.8% | +112.9% | +93.7% |
| All | +84.6% | +20.5% | +64.1% | +75.8% |
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