+207.5%
SIMO vs WOLF
+44.0%
+163.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.0% | +4.3% | +6.6% |
| 7D | +11.0% | -8.6% | +19.6% | +13.3% |
| 30D | +17.9% | -18.3% | +36.1% | +23.2% |
| 3M | +3.9% | -43.1% | +47.0% | +12.6% |
| 6M | +131.0% | +42.4% | +88.6% | +123.1% |
| YTD | +209.3% | +48.9% | +160.4% | +195.9% |
| All | +207.5% | +44.0% | +163.5% | +197.4% |
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