+75.9%
SIMO vs WOLF
+32.2%
+43.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +16.8% | -12.7% | -0.5% |
| 7D | -22.0% | +8.2% | -30.2% | -23.6% |
| 30D | -43.0% | -24.2% | -18.9% | -38.9% |
| 3M | -39.1% | -13.8% | -25.4% | -37.3% |
| 6M | -33.3% | -44.8% | +11.5% | -26.4% |
| YTD | +77.0% | +36.6% | +40.3% | +72.8% |
| 1Y | +73.0% | +27.6% | +45.5% | +69.8% |
| All | +75.9% | +32.2% | +43.8% | +73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling