-27.3%
SPOT vs SIMO
+234.0%
-261.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -0.9% |
| 7D | -6.5% | +14.5% | -21.0% | -5.6% |
| 30D | +2.2% | +20.4% | -18.2% | +3.6% |
| 3M | +5.4% | +7.1% | -1.7% | +6.2% |
| 6M | -4.0% | +129.2% | -133.3% | -1.1% |
| YTD | -9.9% | +201.9% | -211.9% | -8.5% |
| 1Y | -27.3% | +235.5% | -262.8% | -28.1% |
| All | -27.3% | +234.0% | -261.2% | -28.1% |
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