-76.7%
TE vs SIMO
+294.0%
-370.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.7% | -8.6% | -5.1% |
| 7D | -10.5% | -8.2% | -2.4% | -7.4% |
| 30D | -32.4% | -34.6% | +2.2% | -21.2% |
| 3M | -60.9% | -32.6% | -28.2% | -55.5% |
| 6M | -62.8% | -31.8% | -31.0% | -57.3% |
| YTD | -65.7% | +87.6% | -153.3% | -73.4% |
| 1Y | -39.9% | +86.7% | -126.6% | -53.0% |
| 3Y | +10.6% | +227.4% | -216.8% | -28.4% |
| 5Y | -79.7% | +173.0% | -252.7% | -86.4% |
| All | -76.7% | +294.0% | -370.7% | -85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling