+1,558.1%
SIMO vs CG
+300.6%
+1,257.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.3% |
| 7D | -16.0% | +2.0% | -18.0% | -16.5% |
| 30D | -35.8% | +8.5% | -44.3% | -37.7% |
| 3M | -26.5% | -12.1% | -14.3% | -23.8% |
| 6M | -33.0% | -16.4% | -16.6% | -29.8% |
| YTD | +84.3% | -28.0% | +112.3% | +100.8% |
| 1Y | +82.0% | -18.9% | +100.9% | +90.1% |
| 3Y | +218.5% | +51.2% | +167.2% | +166.8% |
| 5Y | +175.0% | -15.9% | +190.9% | +167.6% |
| 10Y | +407.5% | +305.9% | +101.6% | +185.3% |
| All | +1,558.1% | +300.6% | +1,257.6% | +838.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling