+19.6%
SW vs SIMO
+418.6%
-399.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.7% | -7.4% | +0.3% |
| 7D | -5.1% | +4.2% | -9.3% | -5.6% |
| 30D | -4.6% | +4.1% | -8.7% | -5.4% |
| 3M | +9.4% | -12.9% | +22.3% | +9.5% |
| 6M | +3.5% | +110.3% | -106.8% | -13.0% |
| YTD | +22.0% | +178.6% | -156.5% | -6.0% |
| 1Y | +2.2% | +220.0% | -217.8% | -25.4% |
| All | +19.6% | +418.6% | -399.0% | -27.7% |
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