+156.7%
SIMO vs IT
-43.2%
+199.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.0% | +8.2% | +4.1% |
| 7D | -22.0% | -16.9% | -5.1% | -22.3% |
| 30D | -43.0% | +2.3% | -45.4% | -43.4% |
| 3M | -39.1% | +2.9% | -42.0% | -39.7% |
| 6M | -33.3% | +25.9% | -59.1% | -36.2% |
| YTD | +77.0% | -24.6% | +101.6% | +92.5% |
| 1Y | +73.0% | -16.0% | +89.1% | +81.5% |
| 3Y | +215.7% | -51.6% | +267.3% | +291.8% |
| All | +156.7% | -43.2% | +199.9% | +218.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling