+453.9%
SIMO vs AU
+599.6%
-145.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.1% | +7.3% | +6.3% |
| 7D | +14.6% | -0.3% | +14.9% | +14.6% |
| 30D | +6.2% | +12.8% | -6.6% | +4.3% |
| 3M | +3.6% | +28.5% | -24.9% | -0.7% |
| 6M | +130.8% | +4.8% | +126.0% | +126.1% |
| YTD | +195.8% | +31.0% | +164.8% | +180.0% |
| 1Y | +225.0% | +81.4% | +143.6% | +194.4% |
| All | +453.9% | +599.6% | -145.7% | +325.8% |
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