+270.1%
SIMO vs REPL
-54.3%
+324.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.6% | +10.3% | +8.8% |
| 7D | +4.2% | -3.0% | +7.2% | +4.3% |
| 30D | +4.1% | +27.1% | -23.0% | +3.2% |
| 3M | -12.9% | +52.4% | -65.3% | -15.0% |
| 6M | +110.3% | +107.4% | +2.9% | +98.1% |
| YTD | +178.6% | +54.7% | +123.8% | +165.7% |
| 1Y | +220.0% | +158.9% | +61.1% | +191.8% |
| 3Y | +409.0% | -23.7% | +432.8% | +359.6% |
| All | +270.1% | -54.3% | +324.4% | +259.2% |
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 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