+100.5%
SIMO vs EXPD
+53.8%
+46.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.2% | -6.3% | -8.7% |
| 7D | -16.9% | +0.3% | -17.2% | -16.8% |
| 30D | -35.4% | +1.8% | -37.2% | -35.5% |
| 3M | -31.9% | +8.9% | -40.8% | -33.3% |
| 6M | -19.3% | +42.2% | -61.5% | -26.0% |
| YTD | +98.5% | +33.4% | +65.1% | +78.9% |
| 1Y | +100.5% | +47.2% | +53.3% | +67.5% |
| All | +100.5% | +53.8% | +46.7% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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