+100.5%
SIMO vs MULL
+444.9%
-344.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -13.8% | +4.2% | -5.7% |
| 7D | -16.9% | -35.9% | +19.0% | -5.9% |
| 30D | -35.4% | -47.3% | +12.0% | -22.9% |
| 3M | -31.9% | -30.6% | -1.3% | -24.5% |
| 6M | -19.3% | +13.7% | -33.0% | -25.1% |
| YTD | +98.5% | +272.1% | -173.6% | +35.9% |
| 1Y | +100.5% | +475.1% | -374.6% | +21.7% |
| All | +100.5% | +444.9% | -344.4% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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