+257.7%
SPOT vs SIMO
+229.1%
+28.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.7% | +1.0% |
| 7D | +2.5% | -8.5% | +11.0% | +2.5% |
| 30D | +15.1% | -34.8% | +49.9% | +15.5% |
| 3M | +24.8% | -32.8% | +57.6% | +24.5% |
| 6M | +45.8% | -32.0% | +77.8% | +42.8% |
| YTD | +4.9% | +87.0% | -82.1% | -16.2% |
| 1Y | -1.3% | +86.1% | -87.3% | -21.1% |
| 3Y | +257.7% | +226.4% | +31.3% | +125.0% |
| All | +257.7% | +229.1% | +28.6% | +125.0% |
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