+238.8%
SPOT vs SIMO
+432.2%
-193.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +8.7% | -11.9% | -3.6% |
| 7D | -0.9% | +4.2% | -5.2% | -1.2% |
| 30D | +12.5% | +4.1% | +8.4% | +11.9% |
| 3M | +9.9% | -12.9% | +22.8% | +9.8% |
| 6M | +1.6% | +110.3% | -108.8% | -11.8% |
| YTD | -6.6% | +178.6% | -185.2% | -26.0% |
| 1Y | -22.9% | +220.0% | -242.9% | -42.3% |
| All | +238.8% | +432.2% | -193.4% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling