+220.0%
SIMO vs SNY
+2.0%
+218.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.2% | +8.9% | +8.6% |
| 7D | +4.2% | -1.3% | +5.5% | +3.9% |
| 30D | +4.1% | +3.4% | +0.7% | +5.0% |
| 3M | -12.9% | -0.3% | -12.6% | -12.2% |
| 6M | +110.3% | +1.0% | +109.3% | +111.2% |
| YTD | +178.6% | -3.6% | +182.2% | +185.8% |
| 1Y | +220.0% | +3.0% | +217.0% | +215.9% |
| All | +220.0% | +2.0% | +218.0% | +215.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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