+220.0%
SIMO vs EXEL
+59.2%
+160.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.2% | +8.9% | +8.7% |
| 7D | +4.2% | +8.4% | -4.1% | +3.0% |
| 30D | +4.1% | +4.1% | 0.0% | +3.4% |
| 3M | -12.9% | +12.4% | -25.3% | -15.3% |
| 6M | +110.3% | +41.5% | +68.8% | +86.4% |
| YTD | +178.6% | +34.6% | +143.9% | +153.1% |
| 1Y | +220.0% | +57.9% | +162.1% | +180.5% |
| All | +220.0% | +59.2% | +160.8% | +180.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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