+18,091.5%
SIMO vs SPXS
-100.0%
+18,191.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.3% | +7.4% | +9.2% |
| 7D | +4.2% | -0.1% | +4.3% | +4.2% |
| 30D | +4.1% | +0.8% | +3.3% | +4.5% |
| 3M | -12.9% | -4.7% | -8.2% | -12.6% |
| 6M | +110.3% | -29.6% | +140.0% | +89.8% |
| YTD | +178.6% | -29.8% | +208.4% | +152.8% |
| 1Y | +220.0% | -38.9% | +258.9% | +180.0% |
| 3Y | +409.0% | -79.6% | +488.7% | +235.5% |
| 5Y | +277.3% | -85.9% | +363.2% | +151.0% |
| 10Y | +506.6% | -99.5% | +606.1% | +40.4% |
| All | +18,091.5% | -100.0% | +18,191.5% | +620.6% |
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