-65.4%
TEAM vs SIMO
+170.3%
-235.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.1% | -1.1% |
| 7D | -2.4% | +4.1% | -6.5% | -2.7% |
| 30D | -26.7% | -24.0% | -2.7% | -25.4% |
| 3M | -9.6% | -31.8% | +22.1% | -8.2% |
| 6M | +86.0% | -36.9% | +122.9% | +83.2% |
| YTD | -7.5% | +84.8% | -92.3% | -32.8% |
| 1Y | -1.4% | +99.0% | -100.3% | -30.0% |
| 3Y | -14.3% | +217.9% | -232.3% | -49.8% |
| All | -65.4% | +170.3% | -235.8% | -80.1% |
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