+200.2%
SIMO vs WOLF
+51.6%
+148.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.5% | +7.6% | +3.4% |
| 7D | +14.5% | +2.4% | +12.1% | +13.9% |
| 30D | +20.4% | -6.9% | +27.3% | +22.2% |
| 3M | +7.1% | -44.1% | +51.2% | +15.9% |
| 6M | +129.2% | +53.6% | +75.6% | +118.0% |
| YTD | +201.9% | +56.7% | +145.2% | +185.3% |
| All | +200.2% | +51.6% | +148.6% | +186.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling