+254.8%
SIMO vs REPL
+25.1%
+229.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -3.2% | -11.2% | -14.2% |
| 7D | -31.4% | +15.1% | -46.5% | -31.9% |
| 30D | -45.2% | +51.1% | -96.3% | -46.3% |
| 3M | -36.5% | +69.2% | -105.7% | -38.2% |
| 6M | -34.2% | +597.6% | -631.7% | -42.0% |
| YTD | +69.9% | +106.0% | -36.1% | +54.7% |
| 1Y | +60.4% | +133.3% | -72.9% | +44.8% |
| 3Y | +203.1% | +41.0% | +162.1% | +141.2% |
| 5Y | +145.4% | -40.1% | +185.6% | +107.7% |
| All | +254.8% | +25.1% | +229.7% | +152.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling