+223.8%
SIMO vs GNRC
+0.9%
+222.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.9% | +4.3% | +5.0% |
| 7D | +11.0% | -0.2% | +11.2% | +11.3% |
| 30D | +17.9% | -15.7% | +33.6% | +34.2% |
| 3M | +3.9% | -27.3% | +31.2% | +31.9% |
| 6M | +131.0% | -12.1% | +143.1% | +165.8% |
| YTD | +209.3% | +37.1% | +172.2% | +214.3% |
| 1Y | +223.8% | -0.5% | +224.2% | +271.2% |
| All | +223.8% | +0.9% | +222.9% | +271.2% |
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