+175.0%
SIMO vs COMP
-18.6%
+193.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.4% | +5.7% | -1.1% |
| 7D | -16.0% | +7.2% | -23.2% | -16.5% |
| 30D | -35.8% | +6.4% | -42.1% | -36.2% |
| 3M | -26.5% | -19.4% | -7.0% | -25.4% |
| 6M | -33.0% | +14.6% | -47.6% | -34.6% |
| YTD | +84.3% | -5.5% | +89.8% | +81.4% |
| 1Y | +82.0% | +13.7% | +68.3% | +75.6% |
| 3Y | +218.5% | +409.7% | -191.2% | +156.9% |
| 5Y | +175.0% | -17.0% | +192.1% | +183.0% |
| All | +175.0% | -18.6% | +193.7% | +183.0% |
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 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