+217.9%
SIMO vs REPL
+97.7%
+120.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -25.1% |
| 3M | -31.8% | +44.1% | -75.9% | -32.5% |
| 6M | -36.9% | +313.0% | -349.9% | -39.1% |
| YTD | +84.8% | +125.2% | -40.4% | +79.0% |
| 1Y | +99.0% | +143.8% | -44.8% | +92.2% |
| 3Y | +217.9% | +104.2% | +113.7% | +180.7% |
| All | +217.9% | +97.7% | +120.2% | +180.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling