+100.5%
SIMO vs CP
+35.2%
+65.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.5% | -13.1% | -7.3% |
| 7D | -16.9% | +5.6% | -22.4% | -13.5% |
| 30D | -35.4% | +10.0% | -45.4% | -31.0% |
| 3M | -31.9% | +4.4% | -36.3% | -28.6% |
| 6M | -19.3% | +14.1% | -33.4% | -11.7% |
| YTD | +98.5% | +29.1% | +69.4% | +121.4% |
| 1Y | +100.5% | +34.6% | +66.0% | +117.0% |
| All | +100.5% | +35.2% | +65.3% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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