+54.6%
TER vs SIMO
+154.7%
-100.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.6% | +0.8% |
| 7D | -20.5% | -22.0% | +1.5% | -11.8% |
| 30D | -47.0% | -43.0% | -4.0% | -33.6% |
| 3M | -43.3% | -39.1% | -4.1% | -31.1% |
| 6M | -42.9% | -33.3% | -9.6% | -32.0% |
| YTD | +12.9% | +77.0% | -64.1% | -16.2% |
| 1Y | +18.2% | +73.0% | -54.8% | -11.2% |
| 3Y | +151.8% | +215.7% | -63.9% | +41.6% |
| All | +54.6% | +154.7% | -100.1% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling