+43.2%
TER vs SIMO
+94.5%
-51.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -9.6% | +2.8% | -3.5% |
| 7D | -19.9% | -16.9% | -3.0% | -14.7% |
| 30D | -43.5% | -35.4% | -8.2% | -35.0% |
| 3M | -37.8% | -31.9% | -5.9% | -29.7% |
| 6M | -25.6% | -19.3% | -6.2% | -13.9% |
| YTD | +29.8% | +98.5% | -68.7% | +19.3% |
| 1Y | +43.2% | +100.5% | -57.3% | +29.9% |
| All | +43.2% | +94.5% | -51.3% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling