-22.9%
SPOT vs SIMO
+226.2%
-249.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +8.7% | -11.9% | -2.6% |
| 7D | -0.9% | +4.2% | -5.2% | -0.6% |
| 30D | +12.5% | +4.1% | +8.4% | +13.0% |
| 3M | +9.9% | -12.9% | +22.8% | +10.0% |
| 6M | +1.6% | +110.3% | -108.8% | +3.9% |
| YTD | -6.6% | +178.6% | -185.2% | -6.0% |
| 1Y | -22.9% | +220.0% | -242.9% | -24.5% |
| All | -22.9% | +226.2% | -249.2% | -24.5% |
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 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