+227.4%
SIMO vs REPL
+91.4%
+136.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.0% | +2.7% | +5.6% |
| 7D | -8.2% | +14.2% | -22.4% | -8.4% |
| 30D | -34.6% | +65.9% | -100.5% | -35.4% |
| 3M | -32.6% | +84.6% | -117.2% | -33.6% |
| 6M | -31.8% | +446.9% | -478.7% | -34.6% |
| YTD | +87.6% | +129.0% | -41.4% | +81.7% |
| 1Y | +86.7% | +167.9% | -81.2% | +79.9% |
| 3Y | +227.4% | +93.9% | +133.5% | +189.2% |
| All | +227.4% | +91.4% | +136.0% | +189.2% |
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