+269.6%
SIMO vs REPL
+35.1%
+234.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.0% | -3.8% | +3.8% |
| 7D | -22.0% | +22.8% | -44.8% | -22.8% |
| 30D | -43.0% | +63.8% | -106.8% | -44.4% |
| 3M | -39.1% | +68.1% | -107.3% | -40.8% |
| 6M | -33.3% | +528.5% | -561.8% | -40.8% |
| YTD | +77.0% | +122.4% | -45.5% | +60.5% |
| 1Y | +73.0% | +154.4% | -81.3% | +55.5% |
| 3Y | +215.7% | +68.0% | +147.7% | +147.8% |
| 5Y | +155.6% | -35.4% | +191.0% | +115.6% |
| All | +269.6% | +35.1% | +234.5% | +162.1% |
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