+637.6%
TEAM vs SIMO
+571.3%
+66.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | -0.1% |
| 7D | -17.2% | -8.2% | -9.0% | -16.4% |
| 30D | -25.1% | -34.6% | +9.5% | -20.5% |
| 3M | +3.9% | -32.6% | +36.5% | +7.7% |
| 6M | +69.1% | -31.8% | +100.9% | +64.8% |
| YTD | -4.5% | +87.6% | -92.1% | -32.7% |
| 1Y | -1.9% | +86.7% | -88.5% | -30.9% |
| 3Y | -9.3% | +227.4% | -236.8% | -48.5% |
| 5Y | -65.2% | +173.0% | -238.1% | -80.0% |
| 10Y | +467.0% | +409.6% | +57.4% | +152.5% |
| All | +637.6% | +571.3% | +66.4% | +186.9% |
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 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