+99.0%
SIMO vs M
+24.3%
+74.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.1% | -5.7% |
| 7D | +4.1% | +7.0% | -2.9% | +3.5% |
| 30D | -24.0% | +8.9% | -32.9% | -24.4% |
| 3M | -31.8% | +4.5% | -36.3% | -32.2% |
| 6M | -36.9% | +36.2% | -73.1% | -39.4% |
| YTD | +84.8% | +15.1% | +69.7% | +72.4% |
| 1Y | +99.0% | +27.4% | +71.5% | +82.7% |
| All | +99.0% | +24.3% | +74.7% | +82.7% |
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