+100.0%
SIMO vs SM
+78.0%
+22.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.2% | -7.4% | -2.5% |
| 7D | +14.9% | +10.6% | +4.3% | +14.3% |
| 30D | -27.0% | -15.0% | -12.0% | -27.0% |
| 3M | -25.4% | +1.7% | -27.1% | -25.0% |
| 6M | -30.3% | +5.9% | -36.1% | -28.3% |
| YTD | +95.8% | +79.0% | +16.8% | +101.5% |
| 1Y | +100.0% | +84.7% | +15.4% | +103.6% |
| All | +100.0% | +78.0% | +22.1% | +103.6% |
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