-34.2%
SIMO vs S
+36.9%
-71.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -8.8% | -5.6% | -15.0% |
| 7D | -31.4% | -16.7% | -14.7% | -32.8% |
| 30D | -45.2% | -17.0% | -28.2% | -46.9% |
| 3M | -36.5% | +2.0% | -38.5% | -31.9% |
| 6M | -34.2% | +35.1% | -69.2% | -24.4% |
| All | -34.2% | +36.9% | -71.1% | -24.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling