+220.0%
SIMO vs SPXS
-40.2%
+260.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.3% | +7.4% | +9.7% |
| 7D | +4.2% | -0.1% | +4.3% | +4.1% |
| 30D | +4.1% | +0.8% | +3.3% | +4.8% |
| 3M | -12.9% | -4.7% | -8.2% | -13.9% |
| 6M | +110.3% | -29.6% | +140.0% | +74.6% |
| YTD | +178.6% | -29.8% | +208.4% | +132.4% |
| 1Y | +220.0% | -38.9% | +258.9% | +132.9% |
| All | +220.0% | -40.2% | +260.2% | +132.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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