+100.5%
SIMO vs WYNN
-32.5%
+133.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +6.1% | -15.6% | -8.9% |
| 7D | -16.9% | +15.4% | -32.3% | -15.9% |
| 30D | -35.4% | +6.8% | -42.1% | -34.7% |
| 3M | -31.9% | -15.4% | -16.5% | -31.3% |
| 6M | -19.3% | -20.0% | +0.6% | -18.4% |
| YTD | +98.5% | -31.0% | +129.5% | +100.1% |
| 1Y | +100.5% | -31.5% | +132.0% | +99.0% |
| All | +100.5% | -32.5% | +133.0% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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