+240.4%
TPR vs SIMO
+269.6%
-29.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.7% | -8.7% | -1.4% |
| 7D | -2.3% | +4.2% | -6.5% | -3.0% |
| 30D | -23.0% | +4.1% | -27.1% | -24.1% |
| 3M | -12.5% | -12.9% | +0.4% | -12.7% |
| 6M | -21.4% | +110.3% | -131.8% | -37.7% |
| YTD | -3.5% | +178.6% | -182.1% | -30.4% |
| 1Y | +17.4% | +220.0% | -202.6% | -19.1% |
| 3Y | +291.3% | +409.0% | -117.8% | +131.4% |
| All | +240.4% | +269.6% | -29.2% | +111.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling