+1,882.8%
TER vs SIMO
+2,080.4%
-197.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.2% | -1.6% | +1.2% |
| 7D | -20.5% | -22.0% | +1.5% | -13.7% |
| 30D | -47.0% | -43.0% | -4.0% | -36.6% |
| 3M | -43.3% | -39.1% | -4.1% | -33.7% |
| 6M | -42.9% | -33.3% | -9.6% | -34.6% |
| YTD | +12.9% | +77.0% | -64.1% | -11.7% |
| 1Y | +18.2% | +73.0% | -54.8% | -6.7% |
| 3Y | +151.8% | +215.7% | -63.9% | +63.6% |
| 5Y | +54.2% | +155.6% | -101.4% | +3.4% |
| 10Y | +908.2% | +388.4% | +519.9% | +441.6% |
| All | +1,882.8% | +2,080.4% | -197.6% | +415.0% |
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