+99.0%
SIMO vs BG
+8.3%
+90.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -5.2% |
| 7D | +4.1% | +2.6% | +1.5% | +4.7% |
| 30D | -24.0% | -6.7% | -17.3% | -24.8% |
| 3M | -31.8% | -9.3% | -22.5% | -32.5% |
| 6M | -36.9% | -18.3% | -18.5% | -38.0% |
| YTD | +84.8% | +16.2% | +68.6% | +113.2% |
| 1Y | +99.0% | +7.6% | +91.4% | +126.3% |
| All | +99.0% | +8.3% | +90.7% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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