+82.0%
SIMO vs IT
-18.2%
+100.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -2.2% |
| 7D | -16.0% | -7.5% | -8.5% | -19.0% |
| 30D | -35.8% | -1.2% | -34.6% | -35.4% |
| 3M | -26.5% | -2.2% | -24.3% | -24.5% |
| 6M | -33.0% | +19.1% | -52.1% | -21.9% |
| YTD | +84.3% | -25.1% | +109.5% | +118.9% |
| 1Y | +82.0% | -17.4% | +99.4% | +115.1% |
| All | +82.0% | -18.2% | +100.2% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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