+49.3%
SOFI vs SIMO
+491.8%
-442.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.7% | -10.3% | -3.8% |
| 7D | +0.9% | +4.2% | -3.3% | -0.3% |
| 30D | -0.2% | +4.1% | -4.3% | -2.1% |
| 3M | +6.2% | -12.9% | +19.1% | +7.2% |
| 6M | -2.6% | +110.3% | -112.9% | -30.2% |
| YTD | -30.4% | +178.6% | -209.0% | -57.2% |
| 1Y | -28.2% | +220.0% | -248.2% | -58.7% |
| 3Y | +107.3% | +409.0% | -301.8% | -5.6% |
| 5Y | +20.2% | +277.3% | -257.1% | -41.5% |
| All | +49.3% | +491.8% | -442.5% | -52.7% |
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