+73.0%
SIMO vs PENG
+88.9%
-15.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +12.4% | -8.2% | -2.3% |
| 7D | -22.0% | -19.4% | -2.5% | -13.2% |
| 30D | -43.0% | -42.4% | -0.7% | -25.5% |
| 3M | -39.1% | -25.6% | -13.5% | -30.1% |
| 6M | -33.3% | +7.3% | -40.6% | -28.7% |
| YTD | +77.0% | +113.9% | -36.9% | +64.3% |
| 1Y | +73.0% | +93.6% | -20.6% | +68.1% |
| All | +73.0% | +88.9% | -15.9% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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