+2,013.4%
SIMO vs M
+26.3%
+1,987.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -5.9% | -8.5% | -12.9% |
| 7D | -31.4% | -2.1% | -29.2% | -31.1% |
| 30D | -45.2% | +7.7% | -52.9% | -46.4% |
| 3M | -36.5% | -4.4% | -32.2% | -36.2% |
| 6M | -34.2% | +27.5% | -61.7% | -38.9% |
| YTD | +69.9% | +12.8% | +57.2% | +61.5% |
| 1Y | +60.4% | +20.7% | +39.7% | +49.5% |
| 3Y | +203.1% | +111.3% | +91.8% | +133.2% |
| 5Y | +145.4% | -6.3% | +151.8% | +115.8% |
| 10Y | +368.9% | +1.5% | +367.4% | +225.0% |
| All | +2,013.4% | +26.3% | +1,987.1% | +761.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling