-0.3%
SPOT vs SIMO
+94.5%
-94.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -9.6% | +14.2% | +3.4% |
| 7D | +16.6% | -16.9% | +33.5% | +14.2% |
| 30D | +29.9% | -35.4% | +65.3% | +25.0% |
| 3M | +31.3% | -31.9% | +63.1% | +27.8% |
| 6M | +43.2% | -19.3% | +62.5% | +40.3% |
| YTD | +8.1% | +98.5% | -90.4% | +8.7% |
| 1Y | -0.3% | +100.5% | -100.8% | -0.1% |
| All | -0.3% | +94.5% | -94.8% | -0.1% |
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