+415.5%
SIMO vs SGI
+54.7%
+360.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.5% | +8.2% | +8.6% |
| 7D | +4.2% | +8.5% | -4.3% | +2.5% |
| 30D | +4.1% | +0.7% | +3.4% | +3.7% |
| 3M | -12.9% | +0.6% | -13.5% | -13.3% |
| 6M | +110.3% | -17.9% | +128.3% | +118.4% |
| YTD | +178.6% | -21.2% | +199.8% | +190.7% |
| 1Y | +220.0% | -18.9% | +238.9% | +229.9% |
| All | +415.5% | +54.7% | +360.8% | +346.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling