-14.4%
SRE vs SIMO
-28.1%
+13.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.7% | -8.9% | -0.4% |
| 7D | -5.6% | +0.9% | -6.6% | -5.7% |
| 30D | -4.5% | -25.4% | +20.9% | -4.3% |
| 3M | -7.7% | -17.8% | +10.0% | -7.9% |
| 6M | -14.4% | -29.6% | +15.1% | -15.2% |
| All | -14.4% | -28.1% | +13.6% | -15.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling