+100.5%
SIMO vs SITM
+47.5%
+53.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -9.4% | -0.2% | -5.0% |
| 7D | -16.9% | -19.5% | +2.7% | -7.5% |
| 30D | -35.4% | -43.2% | +7.8% | -15.8% |
| 3M | -31.9% | -30.8% | -1.0% | -18.5% |
| 6M | -19.3% | -28.6% | +9.3% | -3.3% |
| YTD | +98.5% | +14.2% | +84.3% | +114.6% |
| 1Y | +100.5% | +44.4% | +56.1% | +112.5% |
| All | +100.5% | +47.5% | +53.0% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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