+100.0%
SIMO vs EXEL
+62.5%
+37.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.0% | -2.1% |
| 7D | +14.9% | +1.6% | +13.2% | +14.7% |
| 30D | -27.0% | +17.4% | -44.3% | -27.3% |
| 3M | -25.4% | +38.6% | -64.0% | -27.3% |
| 6M | -30.3% | +41.2% | -71.5% | -33.9% |
| YTD | +95.8% | +59.3% | +36.4% | +74.8% |
| 1Y | +100.0% | +60.2% | +39.8% | +76.8% |
| All | +100.0% | +62.5% | +37.5% | +76.8% |
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