+181.5%
TER vs SIMO
+220.9%
-39.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.5% |
| 7D | -8.9% | -16.0% | +7.1% | -1.4% |
| 30D | -39.1% | -35.8% | -3.3% | -26.8% |
| 3M | -32.8% | -26.5% | -6.3% | -23.5% |
| 6M | -31.7% | -33.0% | +1.3% | -18.2% |
| YTD | +26.9% | +84.3% | -57.4% | -7.9% |
| 1Y | +33.6% | +82.0% | -48.4% | -2.4% |
| 3Y | +181.5% | +218.5% | -37.0% | +44.4% |
| All | +181.5% | +220.9% | -39.4% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling