+818.1%
SPYM vs SIMO
+1,649.9%
-831.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.7% | -7.4% | +0.2% |
| 7D | -0.9% | +0.9% | -1.8% | -1.2% |
| 30D | -2.4% | -25.4% | +23.0% | +0.6% |
| 3M | -1.1% | -17.8% | +16.6% | -0.2% |
| 6M | +3.3% | -29.6% | +32.9% | +4.8% |
| YTD | +12.4% | +100.3% | -88.0% | -3.0% |
| 1Y | +12.5% | +100.4% | -87.8% | -2.9% |
| 3Y | +79.1% | +246.1% | -166.9% | +41.1% |
| 5Y | +75.7% | +189.8% | -114.1% | +38.3% |
| 10Y | +313.9% | +434.6% | -120.7% | +190.5% |
| All | +818.1% | +1,649.9% | -831.9% | +328.7% |
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