+377.6%
SU vs SIMO
+3,332.4%
-2,954.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.7% | -9.4% | -2.3% |
| 7D | +3.6% | +4.2% | -0.7% | +2.6% |
| 30D | +7.9% | +4.1% | +3.8% | +6.2% |
| 3M | +3.5% | -12.9% | +16.4% | +3.4% |
| 6M | +19.0% | +110.3% | -91.4% | -2.6% |
| YTD | +55.0% | +178.6% | -123.6% | +18.9% |
| 1Y | +71.2% | +220.0% | -148.8% | +26.8% |
| 3Y | +117.4% | +409.0% | -291.6% | +42.8% |
| 5Y | +335.2% | +277.3% | +57.8% | +190.7% |
| 10Y | +248.7% | +506.6% | -257.9% | +98.5% |
| All | +377.6% | +3,332.4% | -2,954.8% | +24.0% |
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