+40.4%
SMCI vs SIMO
+469.0%
-428.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -4.2% |
| 7D | +5.2% | +14.5% | -9.3% | -1.1% |
| 30D | +23.7% | +20.4% | +3.3% | +13.3% |
| 3M | -4.2% | +7.1% | -11.3% | -9.5% |
| 6M | +21.7% | +129.2% | -107.5% | -25.8% |
| YTD | +33.0% | +201.9% | -168.9% | -35.3% |
| 1Y | -9.3% | +235.5% | -244.8% | -60.2% |
| All | +40.4% | +469.0% | -428.6% | -62.8% |
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