+40.7%
SLB vs SIMO
+67.0%
-26.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | +0.3% |
| 7D | -7.1% | -22.0% | +14.9% | -5.9% |
| 30D | +4.1% | -43.0% | +47.1% | +6.9% |
| 3M | -2.6% | -39.1% | +36.5% | -0.4% |
| 6M | -8.6% | -33.3% | +24.7% | -7.2% |
| YTD | +32.2% | +77.0% | -44.8% | +28.1% |
| 1Y | +40.7% | +73.0% | -32.4% | +37.4% |
| All | +40.7% | +67.0% | -26.3% | +37.4% |
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