+220.0%
SIMO vs COMP
+22.2%
+197.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.5% | +8.2% | +8.7% |
| 7D | +4.2% | +1.4% | +2.9% | +4.2% |
| 30D | +4.1% | -13.3% | +17.4% | +4.5% |
| 3M | -12.9% | +41.1% | -54.0% | -15.4% |
| 6M | +110.3% | +17.2% | +93.2% | +104.9% |
| YTD | +178.6% | +5.2% | +173.4% | +168.6% |
| 1Y | +220.0% | +18.9% | +201.1% | +204.9% |
| All | +220.0% | +22.2% | +197.8% | +204.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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