+222.2%
SIMO vs COMP
-52.8%
+274.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +7.7% | -17.3% | -10.3% |
| 7D | -16.9% | +9.5% | -26.4% | -17.7% |
| 30D | -35.4% | +8.1% | -43.4% | -36.0% |
| 3M | -31.9% | -16.3% | -15.5% | -31.2% |
| 6M | -19.3% | +42.2% | -61.5% | -23.3% |
| YTD | +98.5% | -5.0% | +103.5% | +95.0% |
| 1Y | +100.5% | +20.1% | +80.4% | +92.0% |
| 3Y | +254.1% | +358.4% | -104.4% | +184.6% |
| 5Y | +187.4% | -21.9% | +209.3% | +179.9% |
| All | +222.2% | -52.8% | +274.9% | +235.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling