+415.5%
SIMO vs S
+16.9%
+398.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.4% | +8.3% | +8.6% |
| 7D | +4.2% | -7.7% | +11.9% | +5.8% |
| 30D | +4.1% | -5.3% | +9.4% | +4.6% |
| 3M | -12.9% | +20.3% | -33.1% | -17.3% |
| 6M | +110.3% | +47.4% | +63.0% | +88.2% |
| YTD | +178.6% | +32.5% | +146.0% | +155.1% |
| 1Y | +220.0% | +9.5% | +210.5% | +205.9% |
| All | +415.5% | +16.9% | +398.5% | +392.9% |
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