+3,144.2%
TER vs SIMO
+3,332.4%
-188.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.7% | -3.2% | +2.8% |
| 7D | +0.6% | +4.2% | -3.6% | -0.7% |
| 30D | -8.3% | +4.1% | -12.4% | -9.9% |
| 3M | -12.2% | -12.9% | +0.7% | -8.1% |
| 6M | +17.1% | +110.3% | -93.3% | -12.6% |
| YTD | +84.7% | +178.6% | -93.9% | +24.8% |
| 1Y | +199.9% | +220.0% | -20.1% | +94.4% |
| 3Y | +232.8% | +409.0% | -176.3% | +85.3% |
| 5Y | +198.6% | +277.3% | -78.7% | +76.1% |
| 10Y | +1,669.7% | +506.6% | +1,163.1% | +768.8% |
| All | +3,144.2% | +3,332.4% | -188.2% | +627.9% |
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