+47.4%
TER vs SIMO
+90.9%
-43.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.6% | +0.2% | -3.3% |
| 7D | +14.4% | +4.1% | +10.2% | +13.0% |
| 30D | -30.6% | -24.0% | -6.6% | -23.5% |
| 3M | -39.2% | -31.8% | -7.4% | -30.4% |
| 6M | -31.3% | -36.9% | +5.6% | -18.7% |
| YTD | +29.1% | +84.8% | -55.7% | +29.9% |
| 1Y | +47.4% | +99.0% | -51.6% | +37.2% |
| All | +47.4% | +90.9% | -43.4% | +37.2% |
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