+2,013.4%
SIMO vs ARWR
+102.3%
+1,911.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -6.8% | -7.6% | -13.7% |
| 7D | -31.4% | -5.0% | -26.4% | -31.0% |
| 30D | -45.2% | -6.6% | -38.5% | -44.7% |
| 3M | -36.5% | -33.9% | -2.6% | -33.9% |
| 6M | -34.2% | -23.3% | -10.9% | -32.6% |
| YTD | +69.9% | -13.5% | +83.4% | +71.2% |
| 1Y | +60.4% | +42.5% | +17.9% | +53.2% |
| 3Y | +203.1% | +104.1% | +99.0% | +169.6% |
| 5Y | +145.4% | -28.8% | +174.3% | +133.3% |
| 10Y | +368.9% | +911.6% | -542.7% | +210.0% |
| All | +2,013.4% | +102.3% | +1,911.1% | +1,145.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling