+119.4%
SPMO vs SIMO
+220.9%
-101.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | +0.2% |
| 7D | -2.6% | -16.0% | +13.4% | +0.7% |
| 30D | -14.2% | -35.8% | +21.5% | -7.0% |
| 3M | -12.7% | -26.5% | +13.8% | -8.7% |
| 6M | -9.6% | -33.0% | +23.4% | -4.7% |
| YTD | +9.3% | +84.3% | -75.0% | -10.9% |
| 1Y | +8.2% | +82.0% | -73.7% | -11.6% |
| 3Y | +119.4% | +218.5% | -99.1% | +42.3% |
| All | +119.4% | +220.9% | -101.5% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling