+215.7%
SIMO vs CART
+112.9%
+102.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.1% |
| 7D | -22.0% | +3.0% | -25.0% | -22.0% |
| 30D | -43.0% | +28.6% | -71.6% | -43.6% |
| 3M | -39.1% | +29.1% | -68.2% | -40.1% |
| 6M | -33.3% | +44.7% | -78.0% | -35.5% |
| YTD | +77.0% | +29.2% | +47.8% | +73.7% |
| 1Y | +73.0% | +66.2% | +6.9% | +62.3% |
| 3Y | +215.7% | +112.8% | +102.9% | +182.6% |
| All | +215.7% | +112.9% | +102.8% | +182.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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