+145.4%
SIMO vs COMP
-28.0%
+173.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -8.2% | -6.2% | -13.7% |
| 7D | -31.4% | -1.8% | -29.6% | -31.3% |
| 30D | -45.2% | -0.8% | -44.4% | -45.2% |
| 3M | -36.5% | -28.1% | -8.4% | -34.9% |
| 6M | -34.2% | +27.0% | -61.2% | -36.6% |
| YTD | +69.9% | -12.8% | +82.7% | +68.4% |
| 1Y | +60.4% | +4.9% | +55.5% | +55.9% |
| 3Y | +203.1% | +321.0% | -117.9% | +148.7% |
| 5Y | +145.4% | -25.6% | +171.0% | +142.3% |
| All | +145.4% | -28.0% | +173.4% | +142.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling