+220.0%
SIMO vs SPY
+20.8%
+199.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.4% | +9.1% | +9.6% |
| 7D | +4.2% | +0.1% | +4.1% | +3.8% |
| 30D | +4.1% | +0.1% | +4.0% | +3.8% |
| 3M | -12.9% | +2.0% | -14.9% | -16.4% |
| 6M | +110.3% | +13.0% | +97.3% | +65.5% |
| YTD | +178.6% | +13.5% | +165.0% | +115.8% |
| 1Y | +220.0% | +20.0% | +200.0% | +103.5% |
| All | +220.0% | +20.8% | +199.2% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling