+308.8%
SPOT vs SIMO
+365.6%
-56.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.7% | -8.2% | -0.8% |
| 7D | -3.0% | +0.9% | -3.9% | -3.3% |
| 30D | +15.2% | -25.4% | +40.6% | +18.9% |
| 3M | +21.6% | -17.8% | +39.3% | +20.9% |
| 6M | +45.2% | -29.6% | +74.8% | +43.2% |
| YTD | +4.9% | +100.3% | -95.4% | -25.3% |
| 1Y | -4.8% | +100.4% | -105.1% | -32.3% |
| 3Y | +256.3% | +246.1% | +10.2% | +103.5% |
| 5Y | +120.2% | +189.8% | -69.6% | +27.0% |
| All | +308.8% | +365.6% | -56.9% | +98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling