+220.0%
SIMO vs LEN
-37.1%
+257.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.7% | +8.6% |
| 7D | +4.2% | -3.2% | +7.4% | +3.9% |
| 30D | +4.1% | -4.9% | +9.0% | +3.8% |
| 3M | -12.9% | -8.5% | -4.4% | -13.0% |
| 6M | +110.3% | -20.7% | +131.0% | +109.8% |
| YTD | +178.6% | -17.4% | +196.0% | +178.4% |
| 1Y | +220.0% | -38.2% | +258.2% | +242.2% |
| All | +220.0% | -37.1% | +257.1% | +242.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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