+12,980.8%
SIMO vs SPXS
-100.0%
+13,080.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -3.9% | +12.6% | +7.1% |
| 7D | +0.9% | +1.5% | -0.5% | +3.0% |
| 30D | -25.4% | +6.3% | -31.7% | -21.8% |
| 3M | -17.8% | +4.2% | -22.0% | -14.1% |
| 6M | -29.6% | -7.9% | -21.6% | -28.4% |
| YTD | +100.3% | -27.5% | +127.8% | +89.0% |
| 1Y | +100.4% | -27.0% | +127.4% | +90.9% |
| 3Y | +246.1% | -80.5% | +326.6% | +128.2% |
| 5Y | +189.8% | -84.0% | +273.8% | +107.5% |
| 10Y | +434.6% | -99.5% | +534.1% | +28.0% |
| All | +12,980.8% | -100.0% | +13,080.8% | +438.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling