-12.0%
SRE vs SIMO
+92.3%
-104.3%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.2% | +1.0% |
| 7D | -1.1% | +14.9% | -15.9% | -1.2% |
| 30D | -4.1% | -27.0% | +22.9% | -4.1% |
| 3M | -7.3% | -25.4% | +18.1% | -7.3% |
| 6M | -14.1% | -30.3% | +16.1% | -14.3% |
| YTD | -8.5% | +95.8% | -104.3% | -8.6% |
| 1Y | -12.0% | +100.0% | -112.0% | -12.5% |
| All | -12.0% | +92.3% | -104.3% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling