+452.3%
SIMO vs TRI
-17.7%
+470.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -6.5% | +12.7% | +5.0% |
| 7D | +14.6% | -7.1% | +21.7% | +13.3% |
| 30D | +6.2% | -2.3% | +8.5% | +6.0% |
| 3M | +3.6% | +19.6% | -16.0% | +5.3% |
| 6M | +130.8% | -8.7% | +139.5% | +142.4% |
| YTD | +195.8% | -22.3% | +218.0% | +223.9% |
| 1Y | +225.0% | -40.7% | +265.7% | +289.8% |
| 3Y | +452.3% | -17.8% | +470.1% | +442.7% |
| All | +452.3% | -17.7% | +470.0% | +442.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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