+110.3%
SIMO vs TRI
+4.0%
+106.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -5.4% | +14.1% | +5.3% |
| 7D | +4.2% | -0.5% | +4.7% | +4.3% |
| 30D | +4.1% | +7.9% | -3.8% | +10.1% |
| 3M | -12.9% | +24.1% | -36.9% | +4.4% |
| 6M | +110.3% | +3.8% | +106.5% | +147.6% |
| All | +110.3% | +4.0% | +106.3% | +147.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling