+71.7%
TER vs SIMO
+170.3%
-98.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.6% | +0.2% | -3.0% |
| 7D | +14.4% | +4.1% | +10.2% | +12.8% |
| 30D | -30.6% | -24.0% | -6.6% | -22.2% |
| 3M | -39.2% | -31.8% | -7.4% | -29.0% |
| 6M | -31.3% | -36.9% | +5.6% | -16.9% |
| YTD | +29.1% | +84.8% | -55.7% | -5.6% |
| 1Y | +47.4% | +99.0% | -51.6% | +4.2% |
| 3Y | +191.2% | +217.9% | -26.7% | +63.5% |
| All | +71.7% | +170.3% | -98.7% | +7.7% |
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