+225.0%
SIMO vs SGI
-19.6%
+244.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.2% |
| 7D | +14.6% | +9.3% | +5.3% | +14.5% |
| 30D | +6.2% | +6.9% | -0.7% | +6.2% |
| 3M | +3.6% | +2.8% | +0.7% | +3.9% |
| 6M | +130.8% | -12.6% | +143.4% | +128.7% |
| YTD | +195.8% | -21.5% | +217.3% | +194.9% |
| 1Y | +225.0% | -18.8% | +243.8% | +237.3% |
| All | +225.0% | -19.6% | +244.6% | +237.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SGI 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling