+19.3%
TRV vs SIMO
+112.6%
-93.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.7% | -10.0% | -0.7% |
| 7D | -0.1% | +4.2% | -4.4% | +0.2% |
| 30D | -3.4% | +4.1% | -7.5% | -2.9% |
| 3M | +26.4% | -12.9% | +39.3% | +26.4% |
| 6M | +19.3% | +110.3% | -91.1% | +23.7% |
| All | +19.3% | +112.6% | -93.3% | +23.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling