+118.5%
SPOT vs SIMO
+169.9%
-51.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.7% | +0.6% |
| 7D | +2.5% | -8.5% | +11.0% | +3.0% |
| 30D | +15.1% | -34.8% | +49.9% | +18.7% |
| 3M | +24.8% | -32.8% | +57.6% | +26.7% |
| 6M | +45.8% | -32.0% | +77.8% | +43.6% |
| YTD | +4.9% | +87.0% | -82.1% | -20.9% |
| 1Y | -1.3% | +86.1% | -87.3% | -25.6% |
| 3Y | +257.7% | +226.4% | +31.3% | +116.8% |
| 5Y | +118.5% | +172.1% | -53.6% | +35.6% |
| All | +118.5% | +169.9% | -51.4% | +35.6% |
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