-45.9%
SMR vs SIMO
+160.1%
-206.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.7% | +1.4% | +5.3% |
| 7D | +1.7% | -8.2% | +9.8% | +4.7% |
| 30D | -24.4% | -34.6% | +10.2% | -14.2% |
| 3M | -44.6% | -32.6% | -12.0% | -39.1% |
| 6M | -56.7% | -31.8% | -24.8% | -52.9% |
| YTD | -61.6% | +87.6% | -149.2% | -72.3% |
| 1Y | -82.1% | +86.7% | -168.7% | -87.0% |
| 3Y | +161.5% | +227.4% | -65.9% | +61.8% |
| All | -45.9% | +160.1% | -206.0% | -65.9% |
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 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