+53.4%
T vs SIMO
+154.7%
-101.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.2% | -5.0% | -0.7% |
| 7D | +1.0% | -22.0% | +23.0% | +0.2% |
| 30D | -10.6% | -43.0% | +32.4% | -12.1% |
| 3M | -7.7% | -39.1% | +31.4% | -8.9% |
| 6M | -13.3% | -33.3% | +20.0% | -14.2% |
| YTD | -8.8% | +77.0% | -85.7% | -9.1% |
| 1Y | -8.4% | +73.0% | -81.4% | -8.7% |
| 3Y | +59.6% | +215.7% | -156.1% | +56.4% |
| All | +53.4% | +154.7% | -101.2% | +49.0% |
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