+73.0%
SIMO vs COO
-9.4%
+82.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +6.0% | +3.2% |
| 7D | -22.0% | +4.7% | -26.7% | -19.7% |
| 30D | -43.0% | +13.9% | -56.9% | -39.0% |
| 3M | -39.1% | -14.9% | -24.2% | -43.8% |
| 6M | -33.3% | +2.0% | -35.3% | -32.4% |
| YTD | +77.0% | -23.9% | +100.9% | +100.0% |
| 1Y | +73.0% | -9.6% | +82.6% | +83.9% |
| All | +73.0% | -9.4% | +82.4% | +83.9% |
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