+84.6%
SIMO vs M
+25.7%
+59.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.1% | -2.4% | +4.9% |
| 7D | -8.5% | +2.5% | -11.0% | -8.4% |
| 30D | -34.8% | +10.1% | -44.9% | -35.3% |
| 3M | -32.8% | -0.9% | -31.9% | -32.9% |
| 6M | -32.0% | +30.2% | -62.2% | -34.8% |
| YTD | +87.0% | +16.3% | +70.7% | +73.9% |
| All | +84.6% | +25.7% | +59.0% | +67.1% |
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