+110.3%
SIMO vs M
+25.9%
+84.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.6% | +6.1% | +8.2% |
| 7D | +4.2% | +4.7% | -0.5% | +3.5% |
| 30D | +4.1% | -9.6% | +13.7% | +5.6% |
| 3M | -12.9% | +0.9% | -13.7% | -14.4% |
| 6M | +110.3% | +22.3% | +88.1% | +92.1% |
| All | +110.3% | +25.9% | +84.4% | +92.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling