+221.3%
SIMO vs BG
+52.8%
+168.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -4.4% |
| 7D | +12.5% | +3.7% | +8.8% | +12.7% |
| 30D | +18.4% | +12.3% | +6.1% | +19.1% |
| 3M | +5.6% | -2.2% | +7.8% | +6.1% |
| 6M | +116.9% | +5.3% | +111.6% | +117.5% |
| YTD | +188.4% | +42.4% | +146.0% | +185.7% |
| 1Y | +221.3% | +55.2% | +166.1% | +211.9% |
| All | +221.3% | +52.8% | +168.5% | +211.9% |
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