+100.5%
SIMO vs PTC
+0.1%
+100.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.6% | -10.2% | -9.5% |
| 7D | -16.9% | +0.1% | -17.0% | -16.9% |
| 30D | -35.4% | +1.5% | -36.9% | -35.2% |
| 3M | -31.9% | +37.8% | -69.6% | -27.0% |
| 6M | -19.3% | +41.2% | -60.6% | -8.4% |
| YTD | +98.5% | +12.0% | +86.4% | +137.4% |
| 1Y | +100.5% | +1.6% | +98.9% | +149.4% |
| All | +100.5% | +0.1% | +100.4% | +149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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