+3.2%
SLB vs SIMO
+418.6%
-415.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.5% | -0.7% |
| 7D | +0.8% | +4.2% | -3.4% | +0.4% |
| 30D | +15.8% | +4.1% | +11.7% | +15.0% |
| 3M | -0.3% | -12.9% | +12.5% | -0.2% |
| 6M | +21.3% | +110.3% | -89.0% | +6.8% |
| YTD | +52.3% | +178.6% | -126.3% | +26.6% |
| 1Y | +63.6% | +220.0% | -156.4% | +31.5% |
| All | +3.2% | +418.6% | -415.4% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling