+415.5%
SIMO vs IT
-46.5%
+462.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -4.6% | +13.3% | +8.5% |
| 7D | +4.2% | -6.0% | +10.3% | +4.1% |
| 30D | +4.1% | 0.0% | +4.1% | +4.1% |
| 3M | -12.9% | +13.1% | -25.9% | -11.3% |
| 6M | +110.3% | +11.7% | +98.7% | +113.1% |
| YTD | +178.6% | -26.1% | +204.7% | +213.8% |
| 1Y | +220.0% | -21.3% | +241.2% | +251.9% |
| All | +415.5% | -46.5% | +462.0% | +599.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling