-29.6%
SIMO vs SITM
-43.3%
+13.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +6.3% | +2.3% | +3.9% |
| 7D | +0.9% | +17.2% | -16.3% | -10.8% |
| 30D | -25.4% | -17.1% | -8.3% | -13.6% |
| 3M | -17.8% | -29.2% | +11.4% | +5.7% |
| 6M | -29.6% | -47.6% | +18.0% | +11.9% |
| All | -29.6% | -43.3% | +13.7% | +11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling