+100.5%
SIMO vs SAN
+23.5%
+77.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +6.4% | -16.0% | -12.2% |
| 7D | -16.9% | +4.5% | -21.4% | -18.6% |
| 30D | -35.4% | -12.1% | -23.3% | -31.0% |
| 3M | -31.9% | -15.6% | -16.3% | -25.9% |
| 6M | -19.3% | +5.8% | -25.1% | -19.5% |
| YTD | +98.5% | +5.5% | +93.0% | +97.8% |
| 1Y | +100.5% | +23.6% | +76.9% | +80.9% |
| All | +100.5% | +23.5% | +77.1% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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