+99.0%
SIMO vs WY
-3.6%
+102.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -4.2% |
| 7D | +4.1% | -0.8% | +4.9% | +3.5% |
| 30D | -24.0% | +10.1% | -34.1% | -17.0% |
| 3M | -31.8% | -15.4% | -16.4% | -36.4% |
| 6M | -36.9% | -8.3% | -28.6% | -37.2% |
| YTD | +84.8% | -9.8% | +94.6% | +83.6% |
| 1Y | +99.0% | -3.9% | +102.9% | +96.4% |
| All | +99.0% | -3.6% | +102.6% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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