+3,365.1%
SIMO vs TRI
+459.0%
+2,906.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -5.4% | +14.1% | +11.2% |
| 7D | +4.2% | -0.5% | +4.7% | +4.0% |
| 30D | +4.1% | +7.9% | -3.8% | -1.0% |
| 3M | -12.9% | +24.1% | -36.9% | -26.5% |
| 6M | +110.3% | +3.8% | +106.5% | +88.7% |
| YTD | +178.6% | -16.9% | +195.4% | +176.5% |
| 1Y | +220.0% | -38.4% | +258.4% | +279.1% |
| 3Y | +409.0% | -12.2% | +421.2% | +367.9% |
| 5Y | +277.3% | -1.8% | +279.1% | +216.1% |
| 10Y | +506.6% | +207.6% | +299.0% | +123.7% |
| All | +3,365.1% | +459.0% | +2,906.0% | +728.3% |
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