+345.6%
SIMO vs S
-56.8%
+402.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.4% | +8.3% | +8.6% |
| 7D | +4.2% | -7.7% | +11.9% | +5.5% |
| 30D | +4.1% | -5.3% | +9.4% | +4.5% |
| 3M | -12.9% | +20.3% | -33.1% | -16.3% |
| 6M | +110.3% | +47.4% | +63.0% | +93.8% |
| YTD | +178.6% | +32.5% | +146.0% | +160.6% |
| 1Y | +220.0% | +9.5% | +210.5% | +208.4% |
| 3Y | +409.0% | +15.5% | +393.5% | +376.8% |
| 5Y | +277.3% | -71.2% | +348.5% | +288.3% |
| All | +345.6% | -56.8% | +402.4% | +363.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling