+220.0%
SIMO vs AS
-21.9%
+241.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.6% | +5.1% | +8.1% |
| 7D | +4.2% | -4.9% | +9.1% | +5.0% |
| 30D | +4.1% | -19.6% | +23.7% | +7.7% |
| 3M | -12.9% | -14.4% | +1.5% | -11.5% |
| 6M | +110.3% | -20.1% | +130.5% | +116.2% |
| YTD | +178.6% | -20.9% | +199.5% | +184.2% |
| 1Y | +220.0% | -21.9% | +241.9% | +226.4% |
| All | +220.0% | -21.9% | +241.9% | +226.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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