+85.9%
SIMO vs WOLF
+45.1%
+40.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.8% | -4.1% | +3.0% |
| 7D | -8.5% | +25.3% | -33.7% | -13.9% |
| 30D | -34.8% | -14.7% | -20.2% | -32.3% |
| 3M | -32.8% | -20.5% | -12.3% | -29.6% |
| 6M | -32.0% | -43.9% | +11.9% | -26.3% |
| YTD | +87.0% | +50.0% | +37.0% | +77.9% |
| 1Y | +86.1% | +45.5% | +40.6% | +77.5% |
| All | +85.9% | +45.1% | +40.8% | +78.8% |
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 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