-40.8%
SOFI vs SIMO
+94.5%
-135.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -9.6% | +13.2% | +3.9% |
| 7D | +1.4% | -16.9% | +18.3% | +1.9% |
| 30D | +9.2% | -35.4% | +44.5% | +9.4% |
| 3M | -7.1% | -31.9% | +24.8% | -6.8% |
| 6M | +7.3% | -19.3% | +26.6% | +10.0% |
| YTD | -33.6% | +98.5% | -132.1% | -32.8% |
| 1Y | -40.8% | +100.5% | -141.3% | -41.2% |
| All | -40.8% | +94.5% | -135.3% | -41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling