+84.6%
SIMO vs CP
+33.1%
+51.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.7% | +7.0% |
| 7D | -8.5% | +2.8% | -11.2% | -6.6% |
| 30D | -34.8% | +11.3% | -46.2% | -30.1% |
| 3M | -32.8% | +2.9% | -35.7% | -30.4% |
| 6M | -32.0% | +9.8% | -41.8% | -26.7% |
| YTD | +87.0% | +28.5% | +58.5% | +108.5% |
| All | +84.6% | +33.1% | +51.5% | +99.4% |
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