+523.4%
TPR vs SIMO
+1,993.5%
-1,470.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -14.4% | +21.5% | +9.9% |
| 7D | +13.9% | -31.4% | +45.2% | +21.5% |
| 30D | +14.9% | -45.2% | +60.1% | +27.3% |
| 3M | -15.4% | -36.5% | +21.1% | -10.6% |
| 6M | -4.5% | -34.2% | +29.7% | -2.7% |
| YTD | +6.0% | +69.9% | -63.9% | -15.7% |
| 1Y | +24.3% | +60.4% | -36.1% | 0.0% |
| 3Y | +412.8% | +203.1% | +209.7% | +251.2% |
| 5Y | +258.4% | +145.4% | +113.0% | +148.0% |
| 10Y | +396.8% | +368.9% | +27.9% | +187.4% |
| All | +523.4% | +1,993.5% | -1,470.1% | +90.2% |
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