+153.1%
TE vs SIMO
+234.0%
-80.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.7% |
| 7D | +15.0% | +14.5% | +0.5% | +9.5% |
| 30D | -7.5% | +20.4% | -28.0% | -14.5% |
| 3M | -42.0% | +7.1% | -49.1% | -42.8% |
| 6M | -31.4% | +129.2% | -160.7% | -39.8% |
| YTD | -26.5% | +201.9% | -228.4% | -48.4% |
| 1Y | +153.1% | +235.5% | -82.4% | +71.3% |
| All | +153.1% | +234.0% | -80.9% | +71.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling