+235.5%
SIMO vs SPXS
-37.2%
+272.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.6% | +3.2% |
| 7D | +14.5% | +1.2% | +13.3% | +15.3% |
| 30D | +20.4% | +5.2% | +15.2% | +25.4% |
| 3M | +7.1% | -9.2% | +16.3% | +1.5% |
| 6M | +129.2% | -29.6% | +158.8% | +89.6% |
| YTD | +201.9% | -27.6% | +229.6% | +157.6% |
| 1Y | +235.5% | -36.7% | +272.2% | +140.0% |
| All | +235.5% | -37.2% | +272.7% | +140.0% |
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