-69.4%
SMR vs SIMO
+234.0%
-303.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -3.9% |
| 7D | +13.1% | +14.5% | -1.4% | +8.6% |
| 30D | +17.8% | +20.4% | -2.7% | +10.3% |
| 3M | +8.1% | +7.1% | +1.0% | +3.8% |
| 6M | -11.1% | +129.2% | -140.3% | -34.6% |
| YTD | -23.7% | +201.9% | -225.7% | -60.6% |
| 1Y | -69.4% | +235.5% | -304.9% | -85.9% |
| All | -69.4% | +234.0% | -303.4% | -85.9% |
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