+6,802.8%
SIMO vs SPXU
-100.0%
+6,902.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -3.9% | +12.6% | +7.1% |
| 7D | +0.9% | +1.5% | -0.6% | +2.9% |
| 30D | -25.4% | +6.4% | -31.8% | -21.9% |
| 3M | -17.8% | +4.2% | -22.0% | -14.2% |
| 6M | -29.6% | -7.8% | -21.8% | -28.4% |
| YTD | +100.3% | -27.5% | +127.8% | +89.5% |
| 1Y | +100.4% | -27.1% | +127.5% | +91.2% |
| 3Y | +246.1% | -80.8% | +326.9% | +132.3% |
| 5Y | +189.8% | -84.1% | +273.9% | +111.7% |
| 10Y | +434.6% | -99.5% | +534.1% | +38.7% |
| All | +6,802.8% | -100.0% | +6,902.8% | +362.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling