+100.4%
SIMO vs SGI
-32.6%
+132.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.5% | +9.1% | +8.6% |
| 7D | +0.9% | -10.5% | +11.4% | +0.1% |
| 30D | -25.4% | +0.1% | -25.5% | -25.3% |
| 3M | -17.8% | -4.0% | -13.8% | -17.6% |
| 6M | -29.6% | -5.6% | -23.9% | -29.2% |
| YTD | +100.3% | -29.5% | +129.8% | +104.0% |
| 1Y | +100.4% | -31.5% | +131.9% | +107.0% |
| All | +100.4% | -32.6% | +132.9% | +107.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling