-12.9%
SIMO vs CHD
+4.4%
-17.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.7% | +8.6% |
| 7D | +4.2% | -2.7% | +6.9% | -2.2% |
| 30D | +4.1% | -4.6% | +8.7% | -7.8% |
| 3M | -12.9% | +5.0% | -17.9% | +7.7% |
| All | -12.9% | +4.4% | -17.3% | +7.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling