-48.1%
SMR vs SIMO
+155.6%
-203.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.5% |
| 7D | -2.8% | -16.0% | +13.2% | +3.0% |
| 30D | -27.5% | -35.8% | +8.3% | -17.1% |
| 3M | -43.1% | -26.5% | -16.7% | -39.2% |
| 6M | -58.4% | -33.0% | -25.4% | -54.5% |
| YTD | -63.2% | +84.3% | -147.5% | -73.2% |
| 1Y | -81.6% | +82.0% | -163.6% | -86.5% |
| 3Y | +149.8% | +218.5% | -68.7% | +55.6% |
| All | -48.1% | +155.6% | -203.7% | -67.1% |
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