+589.5%
SIMO vs SITM
+4,608.4%
-4,018.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +6.5% | +2.2% | +7.1% |
| 7D | +4.2% | +9.7% | -5.5% | +2.0% |
| 30D | +4.1% | +12.7% | -8.6% | +0.9% |
| 3M | -12.9% | -13.4% | +0.5% | -9.7% |
| 6M | +110.3% | +59.6% | +50.7% | +88.7% |
| YTD | +178.6% | +73.3% | +105.3% | +144.0% |
| 1Y | +220.0% | +165.5% | +54.4% | +152.6% |
| 3Y | +409.0% | +368.7% | +40.3% | +237.0% |
| 5Y | +277.3% | +172.5% | +104.8% | +151.6% |
| All | +589.5% | +4,608.4% | -4,018.8% | +206.1% |
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