+220.0%
SIMO vs COO
+4.1%
+215.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.5% | +10.2% | +8.0% |
| 7D | +4.2% | -2.2% | +6.5% | +3.2% |
| 30D | +4.1% | -7.0% | +11.1% | +1.1% |
| 3M | -12.9% | +12.2% | -25.1% | -10.4% |
| 6M | +110.3% | -15.1% | +125.5% | +142.6% |
| YTD | +178.6% | -15.1% | +193.7% | +221.2% |
| 1Y | +220.0% | +2.3% | +217.7% | +236.9% |
| All | +220.0% | +4.1% | +215.9% | +236.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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