+100.5%
SIMO vs WOLF
-3.0%
+103.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.7% | -11.2% | -10.1% |
| 7D | -16.9% | -14.5% | -2.4% | -13.0% |
| 30D | -35.4% | -32.0% | -3.3% | -28.0% |
| 3M | -31.9% | -15.8% | -16.1% | -29.0% |
| 6M | -19.3% | -36.6% | +17.3% | -11.2% |
| YTD | +98.5% | +30.9% | +67.6% | +95.4% |
| 1Y | +100.5% | +4.1% | +96.4% | +100.2% |
| All | +100.5% | -3.0% | +103.5% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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