+17.4%
TPR vs SIMO
+226.2%
-208.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.7% | -8.7% | -0.3% |
| 7D | -2.3% | +4.2% | -6.5% | -2.4% |
| 30D | -23.0% | +4.1% | -27.1% | -23.2% |
| 3M | -12.5% | -12.9% | +0.4% | -12.4% |
| 6M | -21.4% | +110.3% | -131.8% | -29.0% |
| YTD | -3.5% | +178.6% | -182.1% | -20.0% |
| 1Y | +17.4% | +220.0% | -202.6% | -7.3% |
| All | +17.4% | +226.2% | -208.9% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling