+221.3%
SIMO vs BR
-31.2%
+252.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.4% |
| 7D | +12.5% | -6.0% | +18.5% | +8.2% |
| 30D | +18.4% | -0.9% | +19.3% | +18.2% |
| 3M | +5.6% | +16.4% | -10.8% | +19.3% |
| 6M | +116.9% | -8.2% | +125.1% | +130.3% |
| YTD | +188.4% | -23.2% | +211.6% | +185.1% |
| 1Y | +221.3% | -30.9% | +252.2% | +233.8% |
| All | +221.3% | -31.2% | +252.5% | +233.8% |
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