+436.8%
T vs SIMO
+2,080.4%
-1,643.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.2% | -5.0% | -1.1% |
| 7D | +1.0% | -22.0% | +23.0% | +2.5% |
| 30D | -10.6% | -43.0% | +32.4% | -7.6% |
| 3M | -7.7% | -39.1% | +31.4% | -5.6% |
| 6M | -13.3% | -33.3% | +20.0% | -12.9% |
| YTD | -8.8% | +77.0% | -85.7% | -16.7% |
| 1Y | -8.4% | +73.0% | -81.4% | -16.3% |
| 3Y | +59.6% | +215.7% | -156.1% | +35.7% |
| 5Y | +52.1% | +155.6% | -103.6% | +29.2% |
| 10Y | +56.9% | +388.4% | -331.5% | +20.3% |
| All | +436.8% | +2,080.4% | -1,643.7% | +175.9% |
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