+2,013.4%
SIMO vs COO
+318.0%
+1,695.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -1.4% | -13.0% | -13.9% |
| 7D | -31.4% | +5.3% | -36.6% | -32.8% |
| 30D | -45.2% | +12.5% | -57.7% | -47.8% |
| 3M | -36.5% | -15.1% | -21.4% | -34.0% |
| 6M | -34.2% | +3.7% | -37.9% | -37.5% |
| YTD | +69.9% | -22.5% | +92.4% | +79.2% |
| 1Y | +60.4% | -7.8% | +68.2% | +58.1% |
| 3Y | +203.1% | -24.1% | +227.2% | +211.4% |
| 5Y | +145.4% | -40.1% | +185.5% | +169.9% |
| 10Y | +368.9% | +44.7% | +324.2% | +252.9% |
| All | +2,013.4% | +318.0% | +1,695.5% | +820.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling