+261.5%
TPR vs SIMO
+171.3%
+90.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.1% |
| 7D | +12.1% | -16.0% | +28.1% | +14.3% |
| 30D | +16.7% | -35.8% | +52.4% | +23.0% |
| 3M | -17.4% | -26.5% | +9.1% | -15.9% |
| 6M | +2.3% | -33.0% | +35.3% | +2.6% |
| YTD | +7.1% | +84.3% | -77.2% | -19.3% |
| 1Y | +29.5% | +82.0% | -52.5% | -2.4% |
| 3Y | +415.0% | +218.5% | +196.6% | +222.0% |
| 5Y | +261.5% | +175.0% | +86.4% | +115.9% |
| All | +261.5% | +171.3% | +90.2% | +115.9% |
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 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