+99.0%
SIMO vs REPL
+144.6%
-45.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.6% |
| 7D | +4.1% | +1.2% | +2.9% | +4.1% |
| 30D | -24.0% | +92.2% | -116.2% | -24.7% |
| 3M | -31.8% | +44.1% | -75.9% | -32.3% |
| 6M | -36.9% | +313.0% | -349.9% | -36.0% |
| YTD | +84.8% | +125.2% | -40.4% | +106.4% |
| 1Y | +99.0% | +143.8% | -44.8% | +121.1% |
| All | +99.0% | +144.6% | -45.6% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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