-65.3%
TEAM vs SIMO
+154.7%
-220.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +4.2% | -20.3% | -16.5% |
| 7D | -19.8% | -22.0% | +2.2% | -18.4% |
| 30D | -21.5% | -43.0% | +21.5% | -18.3% |
| 3M | +39.5% | -39.1% | +78.6% | +42.9% |
| 6M | +73.1% | -33.3% | +106.3% | +66.9% |
| YTD | -5.2% | +77.0% | -82.2% | -31.0% |
| 1Y | -1.6% | +73.0% | -74.6% | -28.0% |
| 3Y | -11.4% | +215.7% | -227.2% | -48.6% |
| All | -65.3% | +154.7% | -220.0% | -79.9% |
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 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