+173.0%
SIMO vs SPXS
-82.9%
+255.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -7.0% | +12.7% | +2.8% |
| 7D | -8.2% | -1.5% | -6.7% | -7.7% |
| 30D | -34.6% | +9.6% | -44.2% | -30.7% |
| 3M | -32.6% | +8.5% | -41.1% | -28.6% |
| 6M | -31.8% | -5.8% | -26.1% | -30.1% |
| YTD | +87.6% | -25.4% | +113.0% | +80.0% |
| 1Y | +86.7% | -28.8% | +115.5% | +77.3% |
| 3Y | +227.4% | -80.9% | +308.3% | +141.1% |
| 5Y | +173.0% | -83.1% | +256.1% | +142.4% |
| All | +173.0% | -82.9% | +255.9% | +142.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling