+100.5%
SIMO vs TRU
+2.1%
+98.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.6% | -14.1% | -7.2% |
| 7D | -16.9% | +10.5% | -27.4% | -12.2% |
| 30D | -35.4% | +28.7% | -64.1% | -26.5% |
| 3M | -31.9% | +0.7% | -32.5% | -29.8% |
| 6M | -19.3% | +19.3% | -38.6% | -12.3% |
| YTD | +98.5% | -3.7% | +102.2% | +106.9% |
| 1Y | +100.5% | +3.4% | +97.1% | +106.2% |
| All | +100.5% | +2.1% | +98.4% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling