+2,335.3%
SIMO vs TRI
+477.9%
+1,857.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.6% | -2.4% |
| 7D | +14.9% | -7.5% | +22.4% | +18.1% |
| 30D | -27.0% | +3.9% | -30.9% | -30.1% |
| 3M | -25.4% | +7.2% | -32.5% | -31.7% |
| 6M | -30.3% | +27.0% | -57.2% | -45.9% |
| YTD | +95.8% | -14.0% | +109.8% | +83.1% |
| 1Y | +100.0% | -17.7% | +117.7% | +91.7% |
| 3Y | +238.3% | -10.7% | +248.9% | +196.1% |
| 5Y | +187.6% | +0.6% | +187.0% | +128.9% |
| 10Y | +422.5% | +225.3% | +197.2% | +78.8% |
| All | +2,335.3% | +477.9% | +1,857.4% | +448.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling