+573.2%
SPMO vs SIMO
+1,039.6%
-466.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.7% | -7.1% | 0.0% |
| 7D | +2.0% | +4.2% | -2.2% | +1.2% |
| 30D | -0.4% | +4.1% | -4.5% | -1.6% |
| 3M | -1.9% | -12.9% | +11.0% | -0.8% |
| 6M | +25.0% | +110.3% | -85.3% | +6.3% |
| YTD | +26.0% | +178.6% | -152.5% | +0.7% |
| 1Y | +28.7% | +220.0% | -191.3% | -0.4% |
| 3Y | +160.9% | +409.0% | -248.1% | +82.3% |
| 5Y | +147.9% | +277.3% | -129.4% | +76.2% |
| 10Y | +518.9% | +506.6% | +12.3% | +271.5% |
| All | +573.2% | +1,039.6% | -466.4% | +306.0% |
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 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