+100.5%
SIMO vs SPXS
-30.2%
+130.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.9% | -4.7% | -13.5% |
| 7D | -16.9% | +2.2% | -19.0% | -15.1% |
| 30D | -35.4% | +3.8% | -39.1% | -32.4% |
| 3M | -31.9% | +3.3% | -35.2% | -28.5% |
| 6M | -19.3% | -16.7% | -2.6% | -24.3% |
| YTD | +98.5% | -28.5% | +127.0% | +75.2% |
| 1Y | +100.5% | -30.4% | +131.0% | +75.5% |
| All | +100.5% | -30.2% | +130.7% | +75.5% |
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