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  • TPR vs SIMO✓SelectedUSD · SIMOTPR vs SIMO performance historyLatest closeAs of0.00%09/04
Stock and ETF performance explorer

TPR vs SIMO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+467.5%
SIMO return
+3,332.4%
Excess return
-2,864.8%
Maximum drawdown
-82.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioSIMOExcessAlpha
1D0.0%+8.7%-8.7%-1.8%
7D-2.3%+4.2%-6.5%-3.2%
30D-23.0%+4.1%-27.1%-24.4%
3M-12.5%-12.9%+0.4%-12.9%
6M-21.4%+110.3%-131.8%-37.5%
YTD-3.5%+178.6%-182.1%-28.7%
1Y+17.4%+220.0%-202.6%-16.3%
3Y+291.3%+409.0%-117.8%+147.6%
5Y+241.9%+277.3%-35.4%+122.7%
10Y+322.7%+506.6%-183.9%+136.9%
All+467.5%+3,332.4%-2,864.8%+61.0%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling