+226.4%
SIMO vs INDA
+16.9%
+209.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +4.9% |
| 7D | -8.5% | +6.1% | -14.6% | -12.4% |
| 30D | -34.8% | +11.7% | -46.5% | -40.3% |
| 3M | -32.8% | +2.1% | -34.9% | -33.9% |
| 6M | -32.0% | +3.2% | -35.2% | -33.7% |
| YTD | +87.0% | -4.9% | +91.9% | +95.4% |
| 1Y | +86.1% | -4.4% | +90.4% | +93.5% |
| 3Y | +226.4% | +17.6% | +208.8% | +211.9% |
| All | +226.4% | +16.9% | +209.5% | +211.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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