+215.7%
SIMO vs HIG
+89.3%
+126.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.4% | +3.5% |
| 7D | -22.0% | +1.1% | -23.0% | -21.6% |
| 30D | -43.0% | +5.6% | -48.6% | -42.2% |
| 3M | -39.1% | -6.9% | -32.3% | -39.3% |
| 6M | -33.3% | +1.3% | -34.6% | -32.8% |
| YTD | +77.0% | -1.5% | +78.4% | +77.9% |
| 1Y | +73.0% | +6.6% | +66.4% | +70.1% |
| 3Y | +215.7% | +91.2% | +124.5% | +167.9% |
| All | +215.7% | +89.3% | +126.4% | +167.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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