+100.5%
SIMO vs TDY
+22.9%
+77.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.8% | -4.8% | -5.9% |
| 7D | -16.9% | -5.0% | -11.8% | -13.1% |
| 30D | -35.4% | +2.0% | -37.4% | -35.5% |
| 3M | -31.9% | -7.7% | -24.2% | -27.6% |
| 6M | -19.3% | -0.9% | -18.4% | -17.6% |
| YTD | +98.5% | +23.7% | +74.7% | +81.0% |
| 1Y | +100.5% | +23.6% | +76.9% | +82.9% |
| All | +100.5% | +22.9% | +77.6% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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