+218.5%
SIMO vs S
+54.2%
+164.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.7% |
| 7D | -16.0% | +1.4% | -17.4% | -16.1% |
| 30D | -35.8% | -10.8% | -24.9% | -34.5% |
| 3M | -26.5% | +5.4% | -31.9% | -27.3% |
| 6M | -33.0% | +41.2% | -74.2% | -38.4% |
| YTD | +84.3% | +56.2% | +28.1% | +64.0% |
| 1Y | +82.0% | +36.3% | +45.7% | +66.9% |
| 3Y | +218.5% | +49.4% | +169.1% | +211.3% |
| All | +218.5% | +54.2% | +164.2% | +211.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling