-54.0%
TE vs SIMO
+77.7%
-131.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.7% | -7.9% | -8.9% |
| 7D | -26.9% | -16.0% | -10.8% | -21.6% |
| 30D | -38.9% | -35.8% | -3.2% | -28.2% |
| 3M | -61.0% | -26.5% | -34.5% | -56.9% |
| 6M | -66.4% | -33.0% | -33.4% | -60.0% |
| YTD | -69.0% | +84.3% | -153.4% | -71.5% |
| 1Y | -54.0% | +82.0% | -136.0% | -55.7% |
| All | -54.0% | +77.7% | -131.7% | -55.7% |
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