+156.7%
SIMO vs CG
-22.2%
+178.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.8% | +4.4% |
| 7D | -22.0% | -1.2% | -20.8% | -21.7% |
| 30D | -43.0% | +5.0% | -48.1% | -44.1% |
| 3M | -39.1% | -18.2% | -20.9% | -35.3% |
| 6M | -33.3% | -20.7% | -12.6% | -28.7% |
| YTD | +77.0% | -31.4% | +108.4% | +96.8% |
| 1Y | +73.0% | -22.3% | +95.3% | +83.3% |
| 3Y | +215.7% | +50.2% | +165.6% | +169.3% |
| All | +156.7% | -22.2% | +178.9% | +174.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 5y: compounded portfolio wealth divided by compounded CG 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…
5y analysis · Full analysis span regression · 6 months rolling