+3.4%
SLB vs SIMO
+221.6%
-218.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.6% | +7.1% | +2.1% |
| 7D | +3.5% | +4.1% | -0.6% | +3.0% |
| 30D | +6.5% | -24.0% | +30.5% | +9.0% |
| 3M | -0.2% | -31.8% | +31.5% | +2.6% |
| 6M | -5.7% | -36.9% | +31.2% | -3.6% |
| YTD | +36.8% | +84.8% | -48.0% | +17.0% |
| 1Y | +45.8% | +99.0% | -53.2% | +22.7% |
| 3Y | +3.4% | +217.9% | -214.6% | -23.3% |
| All | +3.4% | +221.6% | -218.2% | -23.3% |
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