+415.5%
SIMO vs COMP
+215.9%
+199.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.5% | +8.2% | +8.7% |
| 7D | +4.2% | +1.4% | +2.9% | +4.1% |
| 30D | +4.1% | -13.3% | +17.4% | +5.1% |
| 3M | -12.9% | +41.1% | -54.0% | -15.9% |
| 6M | +110.3% | +17.2% | +93.2% | +104.7% |
| YTD | +178.6% | +5.2% | +173.4% | +172.5% |
| 1Y | +220.0% | +18.9% | +201.1% | +208.1% |
| All | +415.5% | +215.9% | +199.6% | +384.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling