+100.5%
SIMO vs S
+36.5%
+64.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.6% | -11.2% | -9.6% |
| 7D | -16.9% | -8.2% | -8.7% | -17.0% |
| 30D | -35.4% | -7.6% | -27.7% | -35.6% |
| 3M | -31.9% | +12.0% | -43.8% | -30.2% |
| 6M | -19.3% | +50.6% | -69.9% | -19.9% |
| YTD | +98.5% | +56.6% | +41.9% | +98.1% |
| 1Y | +100.5% | +39.2% | +61.3% | +101.5% |
| All | +100.5% | +36.5% | +64.0% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling