+220.0%
SIMO vs AU
+100.5%
+119.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.3% | +11.0% | +9.0% |
| 7D | +4.2% | -3.6% | +7.9% | +4.8% |
| 30D | +4.1% | +23.9% | -19.8% | +0.2% |
| 3M | -12.9% | +19.1% | -32.0% | -16.4% |
| 6M | +110.3% | -0.2% | +110.5% | +107.8% |
| YTD | +178.6% | +32.5% | +146.1% | +154.6% |
| 1Y | +220.0% | +96.9% | +123.0% | +155.4% |
| All | +220.0% | +100.5% | +119.5% | +155.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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