+100.5%
SIMO vs EXEL
+92.4%
+8.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.6% | -10.2% | -9.6% |
| 7D | -16.9% | +9.8% | -26.6% | -17.3% |
| 30D | -35.4% | +23.6% | -59.0% | -36.4% |
| 3M | -31.9% | +29.9% | -61.8% | -33.5% |
| 6M | -19.3% | +64.7% | -84.0% | -27.9% |
| YTD | +98.5% | +66.0% | +32.5% | +75.1% |
| 1Y | +100.5% | +92.0% | +8.6% | +57.0% |
| All | +100.5% | +92.4% | +8.1% | +57.0% |
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