+631.8%
TEAM vs SIMO
+533.2%
+98.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +4.2% | -20.3% | -16.8% |
| 7D | -19.8% | -22.0% | +2.2% | -16.9% |
| 30D | -21.5% | -43.0% | +21.5% | -14.9% |
| 3M | +39.5% | -39.1% | +78.6% | +46.8% |
| 6M | +73.1% | -33.3% | +106.3% | +68.5% |
| YTD | -5.2% | +77.0% | -82.2% | -32.6% |
| 1Y | -1.6% | +73.0% | -74.6% | -29.7% |
| 3Y | -11.4% | +215.7% | -227.2% | -49.5% |
| 5Y | -65.1% | +155.6% | -220.7% | -79.7% |
| 10Y | +471.3% | +388.4% | +82.9% | +155.7% |
| All | +631.8% | +533.2% | +98.7% | +187.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling