+225.0%
SIMO vs LEN
-42.1%
+267.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.8% | +10.0% | +5.7% |
| 7D | +14.6% | -2.9% | +17.5% | +14.2% |
| 30D | +6.2% | -8.9% | +15.1% | +5.3% |
| 3M | +3.6% | -10.9% | +14.5% | +3.0% |
| 6M | +130.8% | -19.7% | +150.4% | +128.9% |
| YTD | +195.8% | -20.6% | +216.3% | +194.3% |
| 1Y | +225.0% | -42.4% | +267.4% | +244.6% |
| All | +225.0% | -42.1% | +267.1% | +244.6% |
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