+100.4%
SIMO vs COO
-11.7%
+112.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.7% | +8.1% |
| 7D | +0.9% | -2.3% | +3.2% | -0.4% |
| 30D | -25.4% | +13.3% | -38.7% | -20.2% |
| 3M | -17.8% | -18.1% | +0.3% | -26.1% |
| 6M | -29.6% | +6.7% | -36.3% | -28.4% |
| YTD | +100.3% | -23.2% | +123.5% | +129.0% |
| 1Y | +100.4% | -12.3% | +112.7% | +120.5% |
| All | +100.4% | -11.7% | +112.1% | +120.5% |
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