+2.9%
SPGI vs SIMO
+94.5%
-91.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -9.6% | +12.9% | +2.6% |
| 7D | +7.2% | -16.9% | +24.1% | +5.8% |
| 30D | +23.2% | -35.4% | +58.6% | +19.8% |
| 3M | +17.0% | -31.9% | +48.9% | +14.7% |
| 6M | +20.4% | -19.3% | +39.7% | +18.2% |
| YTD | -1.9% | +98.5% | -100.4% | -3.7% |
| 1Y | +2.9% | +100.5% | -97.6% | +1.0% |
| All | +2.9% | +94.5% | -91.6% | +1.0% |
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 · 6 months rolling