+56.7%
TOST vs SIMO
+418.6%
-361.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | -0.8% |
| 7D | -3.4% | +4.2% | -7.6% | -3.9% |
| 30D | -2.4% | +4.1% | -6.5% | -3.2% |
| 3M | +34.6% | -12.9% | +47.5% | +34.4% |
| 6M | +15.2% | +110.3% | -95.1% | -8.0% |
| YTD | -4.4% | +178.6% | -183.0% | -32.6% |
| 1Y | -17.4% | +220.0% | -237.4% | -45.4% |
| All | +56.7% | +418.6% | -361.9% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling