+452.3%
SIMO vs SITM
+409.8%
+42.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.1% | +8.3% | +6.9% |
| 7D | +14.6% | +8.4% | +6.2% | +11.7% |
| 30D | +6.2% | -17.4% | +23.6% | +13.2% |
| 3M | +3.6% | -9.8% | +13.4% | +6.6% |
| 6M | +130.8% | +83.0% | +47.8% | +94.2% |
| YTD | +195.8% | +69.6% | +126.2% | +151.5% |
| 1Y | +225.0% | +144.9% | +80.1% | +146.0% |
| 3Y | +452.3% | +429.9% | +22.4% | +239.5% |
| All | +452.3% | +409.8% | +42.5% | +239.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling