+206.1%
SIMO vs SPG
+20.7%
+185.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.0% | +9.7% | +8.1% |
| 7D | +4.2% | -2.4% | +6.6% | +2.7% |
| 30D | +4.1% | -6.8% | +10.9% | -0.3% |
| 3M | -12.9% | +2.7% | -15.6% | -15.0% |
| 6M | +110.3% | +5.5% | +104.9% | +102.9% |
| YTD | +178.6% | +15.7% | +162.9% | +166.2% |
| All | +206.1% | +20.7% | +185.4% | +191.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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