+19.3%
TPR vs SIMO
+94.5%
-75.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -9.6% | +13.1% | +3.5% |
| 7D | +12.6% | -16.9% | +29.5% | +12.7% |
| 30D | +7.1% | -35.4% | +42.5% | +7.3% |
| 3M | -19.4% | -31.9% | +12.5% | -19.2% |
| 6M | -9.7% | -19.3% | +9.6% | -10.9% |
| YTD | -1.0% | +98.5% | -99.5% | -15.0% |
| 1Y | +19.3% | +100.5% | -81.2% | +1.1% |
| All | +19.3% | +94.5% | -75.2% | +1.1% |
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 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