+2,101.2%
SIMO vs EXEL
+836.3%
+1,264.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +3.9% |
| 7D | -22.0% | +0.3% | -22.3% | -21.9% |
| 30D | -43.0% | +19.0% | -62.1% | -45.0% |
| 3M | -39.1% | +33.3% | -72.4% | -42.6% |
| 6M | -33.3% | +42.9% | -76.1% | -38.3% |
| YTD | +77.0% | +58.7% | +18.2% | +60.2% |
| 1Y | +73.0% | +70.5% | +2.5% | +54.3% |
| 3Y | +215.7% | +233.8% | -18.1% | +139.9% |
| 5Y | +155.6% | +259.3% | -103.7% | +87.7% |
| 10Y | +388.4% | +484.1% | -95.8% | +186.5% |
| All | +2,101.2% | +836.3% | +1,264.9% | +559.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling