+100.4%
SIMO vs SPYG
+9.1%
+91.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.7% | +7.0% | +5.2% |
| 7D | +0.9% | -1.5% | +2.4% | +5.1% |
| 30D | -25.4% | -7.2% | -18.2% | -11.9% |
| 3M | -17.8% | -4.6% | -13.1% | -7.0% |
| 6M | -29.6% | -1.2% | -28.3% | -24.3% |
| YTD | +100.3% | +9.3% | +91.0% | +90.6% |
| 1Y | +100.4% | +8.8% | +91.5% | +92.8% |
| All | +100.4% | +9.1% | +91.3% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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