+658.0%
SRE vs SIMO
+2,080.4%
-1,422.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.2% | -6.2% | -2.4% |
| 7D | -9.2% | -22.0% | +12.8% | -7.6% |
| 30D | -1.9% | -43.0% | +41.1% | +2.0% |
| 3M | -6.5% | -39.1% | +32.6% | -3.8% |
| 6M | -15.2% | -33.3% | +18.0% | -14.2% |
| YTD | -9.5% | +77.0% | -86.4% | -16.7% |
| 1Y | -13.2% | +73.0% | -86.2% | -20.1% |
| 3Y | +19.5% | +215.7% | -196.2% | +2.9% |
| 5Y | +43.6% | +155.6% | -112.1% | +23.6% |
| 10Y | +109.9% | +388.4% | -278.5% | +65.5% |
| All | +658.0% | +2,080.4% | -1,422.4% | +344.2% |
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 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