+57.0%
T vs SIMO
+184.2%
-127.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.4% |
| 7D | +1.6% | +14.9% | -13.2% | +2.2% |
| 30D | -2.9% | -27.0% | +24.1% | -3.8% |
| 3M | -7.5% | -25.4% | +17.9% | -8.1% |
| 6M | -9.9% | -30.3% | +20.4% | -10.6% |
| YTD | -6.4% | +95.8% | -102.2% | -6.4% |
| 1Y | -9.4% | +100.0% | -109.4% | -9.4% |
| 3Y | +64.9% | +238.3% | -173.4% | +62.2% |
| 5Y | +57.0% | +187.6% | -130.6% | +51.0% |
| All | +57.0% | +184.2% | -127.2% | +51.0% |
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 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