+191.2%
TER vs SIMO
+221.6%
-30.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.6% | +0.2% | -2.9% |
| 7D | +14.4% | +4.1% | +10.2% | +12.7% |
| 30D | -30.6% | -24.0% | -6.6% | -22.0% |
| 3M | -39.2% | -31.8% | -7.4% | -28.7% |
| 6M | -31.3% | -36.9% | +5.6% | -16.3% |
| YTD | +29.1% | +84.8% | -55.7% | -6.4% |
| 1Y | +47.4% | +99.0% | -51.6% | +2.3% |
| 3Y | +191.2% | +217.9% | -26.7% | +49.6% |
| All | +191.2% | +221.6% | -30.4% | +49.6% |
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