+236.8%
SIMO vs SAN
+244.8%
-8.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.0% |
| 7D | +14.9% | +1.0% | +13.9% | +14.3% |
| 30D | -27.0% | -9.4% | -17.6% | -23.7% |
| 3M | -25.4% | -17.1% | -8.2% | -18.8% |
| 6M | -30.3% | +2.2% | -32.4% | -30.9% |
| YTD | +95.8% | +6.0% | +89.8% | +88.7% |
| 1Y | +100.0% | +12.7% | +87.3% | +87.1% |
| All | +236.8% | +244.8% | -8.0% | +95.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling