+73.1%
TEAM vs SIMO
-29.1%
+102.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +4.2% | -20.3% | -14.9% |
| 7D | -19.8% | -22.0% | +2.2% | -25.3% |
| 30D | -21.5% | -43.0% | +21.5% | -35.0% |
| 3M | +39.5% | -39.1% | +78.6% | +22.4% |
| 6M | +73.1% | -33.3% | +106.3% | +73.8% |
| All | +73.1% | -29.1% | +102.1% | +73.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling