+2,233.7%
SIMO vs EXEL
+865.5%
+1,368.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.6% | +5.1% |
| 7D | -8.2% | +2.3% | -10.5% | -8.4% |
| 30D | -34.6% | +19.8% | -54.5% | -36.9% |
| 3M | -32.6% | +32.7% | -65.3% | -36.3% |
| 6M | -31.8% | +49.0% | -80.8% | -37.4% |
| YTD | +87.6% | +63.7% | +23.9% | +68.8% |
| 1Y | +86.7% | +75.8% | +10.9% | +65.5% |
| 3Y | +227.4% | +241.3% | -13.9% | +147.8% |
| 5Y | +173.0% | +289.0% | -116.0% | +97.3% |
| 10Y | +409.6% | +377.6% | +32.0% | +213.8% |
| All | +2,233.7% | +865.5% | +1,368.1% | +595.2% |
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