+5,998.3%
SIMO vs SPXU
-100.0%
+6,098.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +3.9% |
| 7D | -22.0% | +7.6% | -29.5% | -18.9% |
| 30D | -43.0% | +17.5% | -60.6% | -38.2% |
| 3M | -39.1% | +14.7% | -53.8% | -34.3% |
| 6M | -33.3% | -0.1% | -33.2% | -30.2% |
| YTD | +77.0% | -19.8% | +96.8% | +73.7% |
| 1Y | +73.0% | -23.7% | +96.7% | +67.7% |
| 3Y | +215.7% | -79.5% | +295.2% | +117.2% |
| 5Y | +155.6% | -81.9% | +237.5% | +96.0% |
| 10Y | +388.4% | -99.5% | +487.9% | +24.7% |
| All | +5,998.3% | -100.0% | +6,098.3% | +324.1% |
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