+100.5%
SIMO vs M
+36.6%
+64.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +7.6% | -17.2% | -10.1% |
| 7D | -16.9% | +8.3% | -25.1% | -17.4% |
| 30D | -35.4% | +14.2% | -49.5% | -36.3% |
| 3M | -31.9% | -1.1% | -30.8% | -31.8% |
| 6M | -19.3% | +36.6% | -55.9% | -24.0% |
| YTD | +98.5% | +19.8% | +78.7% | +83.7% |
| 1Y | +100.5% | +37.2% | +63.3% | +71.6% |
| All | +100.5% | +36.6% | +64.0% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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