+4.6%
TSLA vs SIMO
+226.2%
-221.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +8.7% | -14.6% | -7.2% |
| 7D | +1.5% | +4.2% | -2.7% | +0.8% |
| 30D | +10.1% | +4.1% | +6.0% | +8.7% |
| 3M | -15.4% | -12.9% | -2.5% | -14.5% |
| 6M | -12.8% | +110.3% | -123.1% | -23.9% |
| YTD | -21.3% | +178.6% | -199.8% | -37.8% |
| 1Y | +4.6% | +220.0% | -215.4% | -18.7% |
| All | +4.6% | +226.2% | -221.6% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling