+8.9%
SRE vs SIMO
+234.0%
-225.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.5% |
| 7D | +1.5% | +14.5% | -13.1% | +1.4% |
| 30D | +0.8% | +20.4% | -19.6% | +0.7% |
| 3M | -5.8% | +7.1% | -12.9% | -5.9% |
| 6M | -7.8% | +129.2% | -137.0% | -7.3% |
| YTD | -2.4% | +201.9% | -204.3% | -2.6% |
| 1Y | +8.9% | +235.5% | -226.6% | +10.6% |
| All | +8.9% | +234.0% | -225.1% | +10.6% |
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 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