+174.9%
SIMO vs AS
+134.9%
+40.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.0% |
| 7D | -22.0% | +6.9% | -28.9% | -23.5% |
| 30D | -43.0% | +16.0% | -59.0% | -45.4% |
| 3M | -39.1% | -12.8% | -26.3% | -37.2% |
| 6M | -33.3% | -15.4% | -17.9% | -31.1% |
| YTD | +77.0% | -15.7% | +92.7% | +81.3% |
| 1Y | +73.0% | +6.1% | +66.9% | +64.6% |
| All | +174.9% | +134.9% | +40.0% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling