+235.5%
SIMO vs SITM
+140.0%
+95.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.7% |
| 7D | +14.5% | +3.7% | +10.8% | +12.8% |
| 30D | +20.4% | -14.5% | +34.9% | +28.2% |
| 3M | +7.1% | -10.6% | +17.7% | +10.1% |
| 6M | +129.2% | +65.5% | +63.7% | +101.1% |
| YTD | +201.9% | +67.0% | +134.9% | +164.1% |
| 1Y | +235.5% | +138.6% | +96.9% | +177.0% |
| All | +235.5% | +140.0% | +95.5% | +177.0% |
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