+708.2%
SRE vs SIMO
+3,332.4%
-2,624.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.7% | -9.3% | -1.3% |
| 7D | -0.3% | +4.2% | -4.6% | -0.7% |
| 30D | -0.7% | +4.1% | -4.8% | -1.4% |
| 3M | -6.3% | -12.9% | +6.6% | -6.3% |
| 6M | -10.7% | +110.3% | -121.0% | -17.7% |
| YTD | -3.5% | +178.6% | -182.0% | -13.6% |
| 1Y | +5.3% | +220.0% | -214.7% | -7.2% |
| 3Y | +31.8% | +409.0% | -377.2% | +10.1% |
| 5Y | +47.4% | +277.3% | -230.0% | +24.0% |
| 10Y | +120.6% | +506.6% | -386.1% | +72.2% |
| All | +708.2% | +3,332.4% | -2,624.2% | +360.6% |
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 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