+3,365.1%
SIMO vs ARWR
+204.0%
+3,161.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.2% | +8.9% | +8.7% |
| 7D | +4.2% | +1.7% | +2.5% | +4.0% |
| 30D | +4.1% | -0.7% | +4.7% | +4.1% |
| 3M | -12.9% | +14.9% | -27.8% | -14.2% |
| 6M | +110.3% | +32.6% | +77.7% | +103.8% |
| YTD | +178.6% | +30.0% | +148.5% | +169.6% |
| 1Y | +220.0% | +208.4% | +11.6% | +183.0% |
| 3Y | +409.0% | +208.8% | +200.2% | +333.6% |
| 5Y | +277.3% | +27.8% | +249.5% | +238.3% |
| 10Y | +506.6% | +1,107.6% | -600.9% | +292.7% |
| All | +3,365.1% | +204.0% | +3,161.0% | +1,861.2% |
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 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