+85.2%
SIMO vs CHD
+30.9%
+54.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.8% | +3.9% | +7.9% |
| 7D | -8.2% | +0.8% | -8.9% | -7.0% |
| 30D | -34.6% | +13.5% | -48.1% | -22.6% |
| 3M | -32.6% | +8.1% | -40.8% | -23.7% |
| 6M | -31.8% | +19.9% | -51.7% | -13.9% |
| YTD | +87.6% | +34.0% | +53.6% | +158.7% |
| All | +85.2% | +30.9% | +54.3% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling