+100.5%
SIMO vs MDY
+17.5%
+83.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.6% | -10.2% | -10.6% |
| 7D | -16.9% | +1.7% | -18.6% | -19.2% |
| 30D | -35.4% | +1.2% | -36.6% | -36.4% |
| 3M | -31.9% | -3.5% | -28.4% | -27.5% |
| 6M | -19.3% | +3.5% | -22.8% | -19.4% |
| YTD | +98.5% | +13.6% | +84.9% | +75.3% |
| 1Y | +100.5% | +17.1% | +83.5% | +69.2% |
| All | +100.5% | +17.5% | +83.0% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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