+1,424.2%
TRV vs SIMO
+3,332.4%
-1,908.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.7% | -10.0% | -2.1% |
| 7D | -0.1% | +4.2% | -4.4% | -0.6% |
| 30D | -3.4% | +4.1% | -7.5% | -4.1% |
| 3M | +26.4% | -12.9% | +39.3% | +26.2% |
| 6M | +19.3% | +110.3% | -91.1% | +7.5% |
| YTD | +28.3% | +178.6% | -150.2% | +11.7% |
| 1Y | +34.3% | +220.0% | -185.7% | +14.6% |
| 3Y | +140.1% | +409.0% | -268.9% | +91.7% |
| 5Y | +155.7% | +277.3% | -121.6% | +105.8% |
| 10Y | +285.5% | +506.6% | -221.1% | +182.2% |
| All | +1,424.2% | +3,332.4% | -1,908.2% | +627.7% |
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 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