+479.2%
SIMO vs TRU
-1.3%
+480.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.0% | +6.3% | +7.1% |
| 7D | +11.0% | -2.7% | +13.8% | +11.4% |
| 30D | +17.9% | -2.0% | +19.9% | +17.8% |
| 3M | +3.9% | +18.4% | -14.5% | -1.6% |
| 6M | +131.0% | +8.9% | +122.2% | +122.3% |
| YTD | +209.3% | -8.9% | +218.3% | +209.2% |
| 1Y | +223.8% | -15.9% | +239.6% | +230.9% |
| 3Y | +479.2% | -1.1% | +480.3% | +504.1% |
| All | +479.2% | -1.3% | +480.5% | +504.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling