-45.3%
TE vs SIMO
+90.9%
-136.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.6% | +2.6% | -0.9% |
| 7D | -19.1% | +4.1% | -23.2% | -20.4% |
| 30D | -34.1% | -24.0% | -10.2% | -27.2% |
| 3M | -60.1% | -31.8% | -28.4% | -54.7% |
| 6M | -66.0% | -36.9% | -29.1% | -59.4% |
| YTD | -71.4% | +84.8% | -156.2% | -70.5% |
| 1Y | -45.3% | +99.0% | -144.3% | -50.7% |
| All | -45.3% | +90.9% | -136.2% | -50.7% |
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