+505.5%
SPMO vs SIMO
+700.9%
-195.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.4% |
| 7D | +9.8% | +14.9% | -5.1% | +7.0% |
| 30D | -9.2% | -27.0% | +17.8% | -4.5% |
| 3M | -11.0% | -25.4% | +14.4% | -7.5% |
| 6M | -6.6% | -30.3% | +23.6% | -3.1% |
| YTD | +13.3% | +95.8% | -82.4% | -4.7% |
| 1Y | +12.7% | +100.0% | -87.4% | -5.7% |
| 3Y | +127.5% | +238.3% | -110.8% | +69.0% |
| 5Y | +117.4% | +187.6% | -70.2% | +60.4% |
| 10Y | +469.5% | +422.5% | +47.0% | +258.5% |
| All | +505.5% | +700.9% | -195.5% | +284.5% |
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