+125.7%
SU vs SIMO
+469.0%
-343.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.5% |
| 7D | +1.6% | +14.5% | -12.9% | +0.5% |
| 30D | +10.7% | +20.4% | -9.7% | +9.0% |
| 3M | +13.5% | +7.1% | +6.4% | +11.6% |
| 6M | +21.8% | +129.2% | -107.4% | +8.5% |
| YTD | +58.8% | +201.9% | -143.1% | +34.3% |
| 1Y | +72.0% | +235.5% | -163.5% | +41.8% |
| All | +125.7% | +469.0% | -343.3% | +68.4% |
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