+215.7%
SIMO vs EXPD
+68.8%
+146.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.4% | +5.1% |
| 7D | -22.0% | -7.2% | -14.8% | -19.3% |
| 30D | -43.0% | -3.3% | -39.8% | -42.0% |
| 3M | -39.1% | +3.4% | -42.5% | -39.6% |
| 6M | -33.3% | +22.7% | -56.0% | -38.2% |
| YTD | +77.0% | +24.5% | +52.4% | +60.7% |
| 1Y | +73.0% | +38.6% | +34.4% | +49.3% |
| 3Y | +215.7% | +71.5% | +144.2% | +152.0% |
| All | +215.7% | +68.8% | +146.9% | +152.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling