+2,013.4%
SIMO vs CP
+1,607.8%
+405.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.7% | -13.7% | -14.0% |
| 7D | -31.4% | +6.1% | -37.5% | -33.6% |
| 30D | -45.2% | +9.8% | -54.9% | -48.1% |
| 3M | -36.5% | +2.7% | -39.3% | -38.0% |
| 6M | -34.2% | +12.8% | -47.0% | -39.3% |
| YTD | +69.9% | +28.2% | +41.7% | +44.4% |
| 1Y | +60.4% | +34.1% | +26.3% | +33.1% |
| 3Y | +203.1% | +28.9% | +174.3% | +154.8% |
| 5Y | +145.4% | +27.1% | +118.4% | +101.7% |
| 10Y | +368.9% | +264.8% | +104.1% | +105.4% |
| All | +2,013.4% | +1,607.8% | +405.7% | +261.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling