+77.0%
SO vs SIMO
+154.7%
-77.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.2% | -1.0% |
| 7D | -1.5% | -22.0% | +20.5% | -2.1% |
| 30D | +8.1% | -43.0% | +51.1% | +6.7% |
| 3M | +0.2% | -39.1% | +39.4% | -0.7% |
| 6M | +0.4% | -33.3% | +33.7% | -0.2% |
| YTD | +8.5% | +77.0% | -68.5% | +9.7% |
| 1Y | +4.9% | +73.0% | -68.1% | +6.0% |
| 3Y | +47.9% | +215.7% | -167.8% | +49.0% |
| All | +77.0% | +154.7% | -77.6% | +77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling