+111.7%
SPOT vs SIMO
+297.1%
-185.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.2% | -8.7% | -3.3% |
| 7D | -2.9% | +14.6% | -17.5% | -4.6% |
| 30D | +8.3% | +6.2% | +2.1% | +6.9% |
| 3M | +5.1% | +3.6% | +1.5% | +1.9% |
| 6M | -6.5% | +130.8% | -137.2% | -25.1% |
| YTD | -9.0% | +195.8% | -204.7% | -33.5% |
| 1Y | -26.4% | +225.0% | -251.4% | -48.3% |
| 3Y | +240.0% | +452.3% | -212.3% | +95.1% |
| 5Y | +111.7% | +303.6% | -191.9% | +29.9% |
| All | +111.7% | +297.1% | -185.4% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling