+100.4%
SIMO vs WOLF
+53.6%
+46.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +5.5% | +3.1% | +6.9% |
| 7D | +0.9% | +21.5% | -20.5% | -5.0% |
| 30D | -25.4% | -1.2% | -24.1% | -25.3% |
| 3M | -17.8% | -8.2% | -9.6% | -16.7% |
| 6M | -29.6% | -45.0% | +15.4% | -23.4% |
| YTD | +100.3% | +59.0% | +41.3% | +84.5% |
| 1Y | +100.4% | +59.1% | +41.3% | +86.5% |
| All | +100.4% | +53.6% | +46.8% | +86.5% |
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