-33.3%
SIMO vs IT
+27.7%
-61.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.0% | +8.2% | +1.4% |
| 7D | -22.0% | -16.9% | -5.1% | -30.9% |
| 30D | -43.0% | +2.3% | -45.4% | -40.6% |
| 3M | -39.1% | +2.9% | -42.0% | -34.2% |
| 6M | -33.3% | +25.9% | -59.1% | -8.2% |
| All | -33.3% | +27.7% | -61.0% | -8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling