+465.4%
SIMO vs TDY
+44.8%
+420.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +3.0% |
| 7D | +14.5% | -1.8% | +16.3% | +15.7% |
| 30D | +20.4% | -13.8% | +34.2% | +31.2% |
| 3M | +7.1% | -3.9% | +11.0% | +10.9% |
| 6M | +129.2% | -9.0% | +138.2% | +141.8% |
| YTD | +201.9% | +16.5% | +185.4% | +177.5% |
| 1Y | +235.5% | +9.3% | +226.2% | +219.3% |
| All | +465.4% | +44.8% | +420.6% | +380.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling