+99.0%
SIMO vs PTC
+10.7%
+88.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | +4.1% | +0.5% | +3.6% | +4.2% |
| 30D | -24.0% | +1.2% | -25.2% | -23.8% |
| 3M | -31.8% | +27.4% | -59.1% | -27.8% |
| 6M | -36.9% | +39.2% | -76.1% | -27.0% |
| YTD | +84.8% | +12.5% | +72.3% | +122.6% |
| 1Y | +99.0% | +12.3% | +86.7% | +139.8% |
| All | +99.0% | +10.7% | +88.3% | +139.8% |
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