+440.1%
SIMO vs WYNN
-4.3%
+444.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.5% | -3.9% |
| 7D | +12.5% | -3.4% | +16.0% | +13.8% |
| 30D | +18.4% | -15.4% | +33.8% | +24.5% |
| 3M | +5.6% | -15.8% | +21.4% | +11.0% |
| 6M | +116.9% | -13.5% | +130.4% | +124.3% |
| YTD | +188.4% | -26.0% | +214.4% | +213.3% |
| 1Y | +221.3% | -27.4% | +248.7% | +250.0% |
| All | +440.1% | -4.3% | +444.4% | +389.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling