+419.3%
SIMO vs SPXU
-81.1%
+500.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.3% | +7.4% | +9.4% |
| 7D | +4.2% | -0.1% | +4.3% | +4.1% |
| 30D | +4.1% | +0.8% | +3.3% | +4.6% |
| 3M | -12.9% | -4.7% | -8.2% | -12.9% |
| 6M | +110.3% | -29.6% | +140.0% | +82.7% |
| YTD | +178.6% | -29.9% | +208.4% | +143.5% |
| 1Y | +220.0% | -39.1% | +259.1% | +166.6% |
| All | +419.3% | -81.1% | +500.4% | +225.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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