+1,833.1%
TER vs SIMO
+1,993.5%
-160.4%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -14.4% | -0.8% | -10.6% |
| 7D | -28.2% | -31.4% | +3.2% | -18.7% |
| 30D | -50.6% | -45.2% | -5.4% | -40.1% |
| 3M | -45.3% | -36.5% | -8.8% | -37.0% |
| 6M | -40.4% | -34.2% | -6.2% | -31.3% |
| YTD | +10.0% | +69.9% | -59.9% | -12.7% |
| 1Y | +13.6% | +60.4% | -46.8% | -8.1% |
| 3Y | +145.2% | +203.1% | -57.9% | +61.4% |
| 5Y | +50.4% | +145.4% | -95.1% | +2.2% |
| 10Y | +882.9% | +368.9% | +514.0% | +435.0% |
| All | +1,833.1% | +1,993.5% | -160.4% | +408.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling