+270.1%
SIMO vs CP
+32.0%
+238.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.3% | +8.4% | +8.6% |
| 7D | +4.2% | -2.7% | +6.9% | +5.1% |
| 30D | +4.1% | +0.2% | +3.9% | +4.1% |
| 3M | -12.9% | +2.6% | -15.4% | -14.0% |
| 6M | +110.3% | +6.0% | +104.4% | +104.4% |
| YTD | +178.6% | +24.9% | +153.6% | +152.0% |
| 1Y | +220.0% | +20.1% | +199.9% | +194.2% |
| 3Y | +409.0% | +16.4% | +392.6% | +369.6% |
| All | +270.1% | +32.0% | +238.1% | +220.0% |
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 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