+467.5%
TPR vs SIMO
+3,332.4%
-2,864.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +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