-13.0%
TEAM vs SIMO
+240.7%
-253.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | -0.1% |
| 7D | -16.9% | +14.9% | -31.8% | -16.9% |
| 30D | -26.8% | -27.0% | +0.2% | -26.8% |
| 3M | -1.9% | -25.4% | +23.5% | -2.4% |
| 6M | +79.2% | -30.3% | +109.4% | +72.9% |
| YTD | -6.1% | +95.8% | -101.9% | -30.7% |
| 1Y | -2.1% | +100.0% | -102.1% | -28.3% |
| All | -13.0% | +240.7% | -253.7% | -53.8% |
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