+175.0%
SIMO vs REPL
-29.4%
+204.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.6% | -6.3% | -1.9% |
| 7D | -16.0% | +12.7% | -28.8% | -16.4% |
| 30D | -35.8% | +73.5% | -109.2% | -37.0% |
| 3M | -26.5% | +70.3% | -96.8% | -27.9% |
| 6M | -33.0% | +472.0% | -505.0% | -37.9% |
| YTD | +84.3% | +139.5% | -55.2% | +73.0% |
| 1Y | +82.0% | +167.3% | -85.3% | +69.9% |
| 3Y | +218.5% | +109.5% | +108.9% | +161.2% |
| 5Y | +175.0% | -29.9% | +204.9% | +217.7% |
| All | +175.0% | -29.4% | +204.5% | +217.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling