+384.6%
SIMO vs SITM
+3,519.6%
-3,135.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.8% | -2.1% |
| 7D | +14.9% | +32.5% | -17.7% | +6.5% |
| 30D | -27.0% | -18.8% | -8.2% | -22.5% |
| 3M | -25.4% | -30.9% | +5.5% | -17.4% |
| 6M | -30.3% | -44.5% | +14.2% | -19.0% |
| YTD | +95.8% | +33.2% | +62.6% | +84.8% |
| 1Y | +100.0% | +53.8% | +46.2% | +82.6% |
| 3Y | +238.3% | +335.7% | -97.4% | +133.7% |
| 5Y | +187.6% | +84.6% | +102.9% | +112.7% |
| All | +384.6% | +3,519.6% | -3,135.0% | +131.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling