+39.8%
SLB vs SIMO
+80.9%
-41.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | +0.6% |
| 7D | -3.7% | -8.2% | +4.5% | -3.3% |
| 30D | +2.9% | -34.6% | +37.5% | +5.0% |
| 3M | +0.2% | -32.6% | +32.8% | +2.0% |
| 6M | -4.4% | -31.8% | +27.4% | -3.2% |
| YTD | +33.4% | +87.6% | -54.2% | +28.7% |
| All | +39.8% | +80.9% | -41.0% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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