+217.9%
SIMO vs ARWR
+79.8%
+138.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -5.8% |
| 7D | +4.1% | -17.8% | +22.0% | +7.3% |
| 30D | -24.0% | -18.1% | -5.8% | -21.4% |
| 3M | -31.8% | -44.2% | +12.4% | -24.8% |
| 6M | -36.9% | -38.6% | +1.8% | -31.9% |
| YTD | +84.8% | -28.0% | +112.9% | +92.5% |
| 1Y | +99.0% | +16.1% | +82.9% | +88.9% |
| 3Y | +217.9% | +84.0% | +134.0% | +157.5% |
| All | +217.9% | +79.8% | +138.1% | +157.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling