+223.8%
SIMO vs CART
+37.6%
+186.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.4% | -12.0% | -14.3% |
| 7D | -31.4% | +1.2% | -32.6% | -31.4% |
| 30D | -45.2% | +27.1% | -72.3% | -45.6% |
| 3M | -36.5% | +27.4% | -63.9% | -37.4% |
| 6M | -34.2% | +32.1% | -66.3% | -35.6% |
| YTD | +69.9% | +28.5% | +41.4% | +67.0% |
| 1Y | +60.4% | +58.8% | +1.6% | +52.5% |
| 3Y | +203.1% | +114.8% | +88.4% | +176.1% |
| All | +223.8% | +37.6% | +186.3% | +192.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling