+1,286.0%
SIMO vs BR
+1,321.0%
-35.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -3.4% | +12.1% | +10.4% |
| 7D | +4.2% | -5.3% | +9.5% | +6.9% |
| 30D | +4.1% | +6.4% | -2.4% | -0.1% |
| 3M | -12.9% | +13.6% | -26.5% | -20.8% |
| 6M | +110.3% | -6.7% | +117.1% | +109.9% |
| YTD | +178.6% | -21.1% | +199.7% | +202.0% |
| 1Y | +220.0% | -29.6% | +249.6% | +268.7% |
| 3Y | +409.0% | -2.4% | +411.4% | +377.5% |
| 5Y | +277.3% | +11.2% | +266.1% | +215.3% |
| 10Y | +506.6% | +191.8% | +314.8% | +158.1% |
| All | +1,286.0% | +1,321.0% | -35.0% | +86.8% |
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 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