+100.0%
SIMO vs CHD
+32.9%
+67.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.6% |
| 7D | +14.9% | +0.4% | +14.5% | +15.3% |
| 30D | -27.0% | +11.6% | -38.6% | -15.2% |
| 3M | -25.4% | +10.7% | -36.1% | -13.4% |
| 6M | -30.3% | +20.2% | -50.5% | -11.7% |
| YTD | +95.8% | +34.5% | +61.3% | +171.2% |
| 1Y | +100.0% | +32.6% | +67.5% | +176.6% |
| All | +100.0% | +32.9% | +67.1% | +176.6% |
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