+586.2%
SO vs SIMO
+1,993.5%
-1,407.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.4% | +14.6% | +0.6% |
| 7D | +0.4% | -31.4% | +31.8% | +1.3% |
| 30D | +9.2% | -45.2% | +54.4% | +10.9% |
| 3M | +1.1% | -36.5% | +37.6% | +2.0% |
| 6M | -1.1% | -34.2% | +33.1% | -0.7% |
| YTD | +9.7% | +69.9% | -60.2% | +5.8% |
| 1Y | +5.5% | +60.4% | -54.9% | +2.0% |
| 3Y | +47.0% | +203.1% | -156.1% | +37.5% |
| 5Y | +77.6% | +145.4% | -67.9% | +66.0% |
| 10Y | +181.0% | +368.9% | -187.9% | +151.6% |
| All | +586.2% | +1,993.5% | -1,407.3% | +434.8% |
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