+217.9%
SIMO vs COO
-24.0%
+242.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.6% |
| 7D | +4.1% | +0.5% | +3.6% | +4.1% |
| 30D | -24.0% | +14.2% | -38.1% | -24.2% |
| 3M | -31.8% | -18.2% | -13.6% | -31.1% |
| 6M | -36.9% | +5.3% | -42.2% | -38.6% |
| YTD | +84.8% | -23.6% | +108.4% | +95.5% |
| 1Y | +99.0% | -12.7% | +111.7% | +102.9% |
| 3Y | +217.9% | -24.2% | +242.1% | +229.7% |
| All | +217.9% | -24.0% | +242.0% | +229.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling