+4,419.4%
SMCI vs SIMO
+1,431.9%
+2,987.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +8.7% | -4.2% | +2.3% |
| 7D | +6.8% | +4.2% | +2.5% | +5.6% |
| 30D | +30.6% | +4.1% | +26.5% | +28.4% |
| 3M | -15.6% | -12.9% | -2.7% | -13.3% |
| 6M | +21.3% | +110.3% | -89.1% | -3.5% |
| YTD | +35.3% | +178.6% | -143.3% | -0.7% |
| 1Y | -2.7% | +220.0% | -222.7% | -31.3% |
| 3Y | +40.3% | +409.0% | -368.7% | -10.8% |
| 5Y | +941.8% | +277.3% | +664.5% | +583.8% |
| 10Y | +1,687.4% | +506.6% | +1,180.7% | +899.9% |
| All | +4,419.4% | +1,431.9% | +2,987.5% | +1,149.5% |
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