+84.6%
SIMO vs WING
-25.3%
+109.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.4% | -2.7% | +6.2% |
| 7D | -8.5% | +8.6% | -17.0% | -8.0% |
| 30D | -34.8% | +44.8% | -79.6% | -33.4% |
| 3M | -32.8% | +51.9% | -84.8% | -31.3% |
| 6M | -32.0% | +37.2% | -69.3% | -32.2% |
| YTD | +87.0% | -25.3% | +112.3% | +89.8% |
| All | +84.6% | -25.3% | +109.9% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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