-85.6%
SMR vs SIMO
+94.5%
-180.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.6% | +5.1% | -2.1% |
| 7D | -9.5% | -16.9% | +7.4% | -5.4% |
| 30D | -33.2% | -35.4% | +2.2% | -26.2% |
| 3M | -45.9% | -31.9% | -14.1% | -42.0% |
| 6M | -57.9% | -19.3% | -38.6% | -55.9% |
| YTD | -63.8% | +98.5% | -162.3% | -76.1% |
| 1Y | -85.6% | +100.5% | -186.1% | -90.6% |
| All | -85.6% | +94.5% | -180.1% | -90.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling