+452.3%
SIMO vs BR
-4.7%
+457.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.5% | +8.6% | +5.9% |
| 7D | +14.6% | -5.9% | +20.6% | +13.9% |
| 30D | +6.2% | +1.9% | +4.3% | +6.3% |
| 3M | +3.6% | +14.7% | -11.1% | +4.5% |
| 6M | +130.8% | -12.8% | +143.5% | +147.4% |
| YTD | +195.8% | -23.0% | +218.8% | +231.4% |
| 1Y | +225.0% | -31.7% | +256.7% | +284.1% |
| 3Y | +452.3% | -4.8% | +457.1% | +466.8% |
| All | +452.3% | -4.7% | +457.0% | +466.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling