+100.5%
SIMO vs GNRC
+17.5%
+83.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -9.5% | -0.1% | -1.9% |
| 7D | -16.9% | -6.0% | -10.9% | -12.5% |
| 30D | -35.4% | -12.0% | -23.3% | -27.8% |
| 3M | -31.9% | -13.4% | -18.5% | -23.2% |
| 6M | -19.3% | -26.4% | +7.0% | +3.9% |
| YTD | +98.5% | +38.8% | +59.6% | +112.5% |
| 1Y | +100.5% | +20.9% | +79.6% | +126.1% |
| All | +100.5% | +17.5% | +83.0% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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