+270.1%
SIMO vs ARWR
+28.5%
+241.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.2% | +8.9% | +8.7% |
| 7D | +4.2% | +1.7% | +2.5% | +3.9% |
| 30D | +4.1% | -0.7% | +4.7% | +4.1% |
| 3M | -12.9% | +14.9% | -27.8% | -14.9% |
| 6M | +110.3% | +32.6% | +77.7% | +100.3% |
| YTD | +178.6% | +30.0% | +148.5% | +164.7% |
| 1Y | +220.0% | +208.4% | +11.6% | +165.1% |
| 3Y | +409.0% | +208.8% | +200.2% | +292.8% |
| All | +270.1% | +28.5% | +241.6% | +219.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling