-50.3%
TEAM vs SIMO
+269.6%
-319.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.7% | -11.3% | -3.5% |
| 7D | -0.4% | +4.2% | -4.7% | -0.9% |
| 30D | +67.3% | +4.1% | +63.2% | +65.3% |
| 3M | +86.8% | -12.9% | +99.7% | +84.7% |
| 6M | +146.8% | +110.3% | +36.5% | +93.3% |
| YTD | +16.9% | +178.6% | -161.7% | -17.1% |
| 1Y | +12.8% | +220.0% | -207.2% | -24.1% |
| 3Y | -7.3% | +409.0% | -416.3% | -47.9% |
| All | -50.3% | +269.6% | -319.9% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling