+64.7%
SLB vs SIMO
+216.4%
-151.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.5% | -0.2% |
| 7D | +0.8% | +4.2% | -3.4% | +0.6% |
| 30D | +15.8% | +4.1% | +11.7% | +15.4% |
| 3M | -0.3% | -12.9% | +12.5% | -0.2% |
| 6M | +21.3% | +110.3% | -89.0% | +14.8% |
| YTD | +52.3% | +178.6% | -126.3% | +41.2% |
| All | +64.7% | +216.4% | -151.7% | +56.2% |
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