+874.1%
SIMO vs BR
+1,473.8%
-599.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -1.9% |
| 7D | +14.9% | -1.3% | +16.1% | +15.5% |
| 30D | -27.0% | +13.7% | -40.7% | -32.3% |
| 3M | -25.4% | +13.8% | -39.2% | -32.0% |
| 6M | -30.3% | +29.7% | -60.0% | -42.6% |
| YTD | +95.8% | -12.6% | +108.4% | +97.4% |
| 1Y | +100.0% | -12.4% | +112.5% | +101.1% |
| 3Y | +238.3% | +14.1% | +224.1% | +185.9% |
| 5Y | +187.6% | +18.7% | +168.9% | +129.8% |
| 10Y | +422.5% | +276.2% | +146.3% | +87.5% |
| All | +874.1% | +1,473.8% | -599.7% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling