+452.3%
SIMO vs SPXS
-80.2%
+532.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.6% | +4.5% | +7.1% |
| 7D | +14.6% | -1.5% | +16.2% | +13.4% |
| 30D | +6.2% | +3.7% | +2.5% | +8.5% |
| 3M | +3.6% | -9.6% | +13.1% | 0.0% |
| 6M | +130.8% | -32.4% | +163.2% | +96.3% |
| YTD | +195.8% | -28.7% | +224.4% | +161.1% |
| 1Y | +225.0% | -38.1% | +263.1% | +173.5% |
| 3Y | +452.3% | -80.1% | +532.4% | +256.2% |
| All | +452.3% | -80.2% | +532.5% | +256.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling