+2,967.4%
SMCI vs SIMO
+916.4%
+2,051.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | +1.1% |
| 7D | -6.6% | +4.1% | -10.7% | -7.5% |
| 30D | -24.9% | -24.0% | -0.9% | -19.3% |
| 3M | -31.4% | -31.8% | +0.4% | -24.6% |
| 6M | -16.0% | -36.9% | +20.9% | -6.5% |
| YTD | -8.2% | +84.8% | -93.0% | -25.1% |
| 1Y | -23.4% | +99.0% | -122.4% | -38.7% |
| 3Y | +5.0% | +217.9% | -212.9% | -24.8% |
| 5Y | +515.0% | +171.5% | +343.5% | +341.2% |
| 10Y | +953.7% | +393.3% | +560.5% | +532.0% |
| All | +2,967.4% | +916.4% | +2,051.0% | +842.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling