-2.7%
TEAM vs SIMO
+80.3%
-83.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | +1.5% |
| 7D | -17.2% | -8.5% | -8.7% | -17.8% |
| 30D | -25.1% | -34.8% | +9.7% | -29.0% |
| 3M | +3.9% | -32.8% | +36.8% | -0.1% |
| 6M | +69.1% | -32.0% | +101.1% | +60.6% |
| YTD | -4.5% | +87.0% | -91.5% | -22.0% |
| All | -2.7% | +80.3% | -83.0% | -20.2% |
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 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