+236.8%
SIMO vs AU
+516.8%
-280.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.8% | +2.5% | -1.5% |
| 7D | +14.9% | -1.1% | +15.9% | +15.1% |
| 30D | -27.0% | -4.4% | -22.6% | -26.4% |
| 3M | -25.4% | -10.0% | -15.4% | -24.3% |
| 6M | -30.3% | -14.5% | -15.8% | -29.4% |
| YTD | +95.8% | +6.4% | +89.4% | +90.6% |
| 1Y | +100.0% | +7.7% | +92.4% | +94.2% |
| All | +236.8% | +516.8% | -280.0% | +166.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling