-33.3%
SIMO vs SPG
+14.6%
-47.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +5.5% |
| 7D | -22.0% | +4.9% | -26.9% | -15.0% |
| 30D | -43.0% | +15.6% | -58.7% | -27.3% |
| 3M | -39.1% | +4.1% | -43.2% | -33.9% |
| 6M | -33.3% | +13.6% | -46.9% | -24.5% |
| All | -33.3% | +14.6% | -47.8% | -24.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling