+85.2%
SIMO vs PTC
+10.5%
+74.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.8% |
| 7D | -8.2% | +0.8% | -9.0% | -8.0% |
| 30D | -34.6% | +0.7% | -35.3% | -34.5% |
| 3M | -32.6% | +32.6% | -65.2% | -27.9% |
| 6M | -31.8% | +33.6% | -65.4% | -21.0% |
| YTD | +87.6% | +12.4% | +75.2% | +127.9% |
| All | +85.2% | +10.5% | +74.7% | +127.3% |
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