-63.2%
SPCH vs SIMO
-37.6%
-25.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -9.6% | +2.0% | -3.6% |
| 7D | -13.4% | -16.9% | +3.5% | -6.6% |
| 30D | -39.6% | -35.4% | -4.3% | -28.9% |
| 3M | -1.4% | -31.9% | +30.5% | +12.3% |
| All | -63.2% | -37.6% | -25.6% | -58.0% |
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 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 · Available span rolling