-3.6%
SMR vs SIMO
+286.2%
-289.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.7% | -9.2% | -3.2% |
| 7D | +4.4% | +4.2% | +0.2% | +2.9% |
| 30D | +3.4% | +4.1% | -0.7% | +0.8% |
| 3M | -19.2% | -12.9% | -6.3% | -17.5% |
| 6M | -22.6% | +110.3% | -133.0% | -42.2% |
| YTD | -31.5% | +178.6% | -210.1% | -55.5% |
| 1Y | -73.1% | +220.0% | -293.1% | -83.1% |
| 3Y | +55.0% | +409.0% | -354.1% | -14.0% |
| All | -3.6% | +286.2% | -289.8% | -45.4% |
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 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