+100.5%
SIMO vs SM
+70.4%
+30.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -15.3% | +5.7% | -9.5% |
| 7D | -16.9% | -21.5% | +4.6% | -17.0% |
| 30D | -35.4% | -11.4% | -24.0% | -34.9% |
| 3M | -31.9% | +0.6% | -32.5% | -30.9% |
| 6M | -19.3% | +0.2% | -19.6% | -16.8% |
| YTD | +98.5% | +69.7% | +28.8% | +109.6% |
| 1Y | +100.5% | +71.6% | +28.9% | +113.3% |
| All | +100.5% | +70.4% | +30.1% | +113.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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