+19.5%
SRE vs SIMO
+214.6%
-195.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.2% | -6.2% | -2.2% |
| 7D | -9.2% | -22.0% | +12.8% | -8.5% |
| 30D | -1.9% | -43.0% | +41.1% | -0.4% |
| 3M | -6.5% | -39.1% | +32.6% | -5.5% |
| 6M | -15.2% | -33.3% | +18.0% | -15.0% |
| YTD | -9.5% | +77.0% | -86.4% | -14.9% |
| 1Y | -13.2% | +73.0% | -86.2% | -18.4% |
| 3Y | +19.5% | +215.7% | -196.2% | -4.1% |
| All | +19.5% | +214.6% | -195.1% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling