+170.0%
SIMO vs CP
+25.5%
+144.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -5.5% |
| 7D | +4.1% | +2.1% | +2.0% | +3.6% |
| 30D | -24.0% | +9.3% | -33.3% | -26.2% |
| 3M | -31.8% | +0.5% | -32.2% | -32.0% |
| 6M | -36.9% | +10.4% | -47.3% | -39.4% |
| YTD | +84.8% | +28.7% | +56.1% | +64.5% |
| 1Y | +99.0% | +33.2% | +65.8% | +74.3% |
| 3Y | +217.9% | +38.4% | +179.5% | +176.0% |
| All | +170.0% | +25.5% | +144.4% | +140.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling