-31.8%
TE vs SIMO
+214.6%
-246.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.6% | +1.5% |
| 7D | -12.6% | -22.0% | +9.4% | -1.3% |
| 30D | -36.7% | -43.0% | +6.3% | -17.8% |
| 3M | -57.5% | -39.1% | -18.3% | -47.7% |
| 6M | -55.2% | -33.3% | -21.9% | -45.9% |
| YTD | -64.7% | +77.0% | -141.6% | -76.6% |
| 1Y | -35.9% | +73.0% | -108.9% | -56.3% |
| 3Y | -31.8% | +215.7% | -247.5% | -59.7% |
| All | -31.8% | +214.6% | -246.4% | -59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling