+146.8%
TEAM vs SIMO
+112.6%
+34.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.7% | -11.3% | -1.1% |
| 7D | -0.4% | +4.2% | -4.7% | +0.4% |
| 30D | +67.3% | +4.1% | +63.2% | +69.3% |
| 3M | +86.8% | -12.9% | +99.7% | +87.8% |
| 6M | +146.8% | +110.3% | +36.5% | +117.5% |
| All | +146.8% | +112.6% | +34.2% | +117.5% |
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 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