+100.5%
SIMO vs BR
-14.2%
+114.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.0% | -12.6% | -6.6% |
| 7D | -16.9% | +7.0% | -23.8% | -10.7% |
| 30D | -35.4% | +19.0% | -54.4% | -23.0% |
| 3M | -31.9% | +13.1% | -45.0% | -21.0% |
| 6M | -19.3% | +24.6% | -43.9% | +4.9% |
| YTD | +98.5% | -13.6% | +112.1% | +108.8% |
| 1Y | +100.5% | -13.1% | +113.6% | +116.2% |
| All | +100.5% | -14.2% | +114.8% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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