+217.9%
SIMO vs SM
-3.9%
+221.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | +4.1% | +9.4% | -5.3% | +2.3% |
| 30D | -24.0% | -14.4% | -9.6% | -21.9% |
| 3M | -31.8% | +1.6% | -33.3% | -32.4% |
| 6M | -36.9% | +6.3% | -43.2% | -38.4% |
| YTD | +84.8% | +78.8% | +6.0% | +56.5% |
| 1Y | +99.0% | +83.1% | +15.9% | +67.2% |
| 3Y | +217.9% | -5.9% | +223.8% | +208.1% |
| All | +217.9% | -3.9% | +221.9% | +208.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling