+67.7%
T vs SIMO
+269.6%
-201.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.7% | -10.6% | -1.7% |
| 7D | -1.3% | +4.2% | -5.5% | -1.1% |
| 30D | +11.4% | +4.1% | +7.3% | +11.6% |
| 3M | +14.3% | -12.9% | +27.2% | +14.3% |
| 6M | -9.3% | +110.3% | -119.6% | -8.5% |
| YTD | +7.1% | +178.6% | -171.5% | +8.1% |
| 1Y | -9.1% | +220.0% | -229.1% | -8.4% |
| 3Y | +105.3% | +409.0% | -303.7% | +103.5% |
| All | +67.7% | +269.6% | -201.9% | +64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling