+163.9%
SIMO vs AS
+133.7%
+30.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.3% | -12.1% | -13.8% |
| 7D | -31.4% | +7.1% | -38.5% | -32.8% |
| 30D | -45.2% | +12.8% | -58.0% | -47.0% |
| 3M | -36.5% | -14.7% | -21.8% | -34.1% |
| 6M | -34.2% | -9.9% | -24.2% | -33.4% |
| YTD | +69.9% | -16.1% | +86.1% | +74.3% |
| 1Y | +60.4% | +0.2% | +60.3% | +55.4% |
| All | +163.9% | +133.7% | +30.2% | +114.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling