-35.2%
TE vs SIMO
+112.6%
-147.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.7% | -7.4% | -1.9% |
| 7D | -4.0% | +4.2% | -8.2% | -5.6% |
| 30D | -15.9% | +4.1% | -20.0% | -18.3% |
| 3M | -60.5% | -12.9% | -47.7% | -58.8% |
| 6M | -35.2% | +110.3% | -145.6% | -37.9% |
| All | -35.2% | +112.6% | -147.8% | -37.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling