+415.5%
SIMO vs SM
-7.7%
+423.2%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.5% | +11.2% | +9.1% |
| 7D | +4.2% | +0.1% | +4.1% | +4.1% |
| 30D | +4.1% | +26.3% | -22.2% | -0.5% |
| 3M | -12.9% | +8.7% | -21.6% | -14.3% |
| 6M | +110.3% | +51.7% | +58.7% | +89.8% |
| YTD | +178.6% | +99.0% | +79.5% | +134.8% |
| 1Y | +220.0% | +34.6% | +185.4% | +195.9% |
| All | +415.5% | -7.7% | +423.2% | +390.0% |
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