-73.1%
SMR vs SIMO
+226.2%
-299.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.7% | -9.2% | -3.0% |
| 7D | +4.4% | +4.2% | +0.2% | +3.0% |
| 30D | +3.4% | +4.1% | -0.7% | +0.9% |
| 3M | -19.2% | -12.9% | -6.3% | -17.8% |
| 6M | -22.6% | +110.3% | -133.0% | -41.2% |
| YTD | -31.5% | +178.6% | -210.1% | -63.2% |
| 1Y | -73.1% | +220.0% | -293.1% | -87.4% |
| All | -73.1% | +226.2% | -299.3% | -87.4% |
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