+74.4%
TSLA vs SIMO
+221.6%
-147.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.6% | +3.8% | -0.3% |
| 7D | +8.9% | +4.1% | +4.8% | +7.7% |
| 30D | +6.3% | -24.0% | +30.3% | +13.0% |
| 3M | +14.8% | -31.8% | +46.5% | +23.3% |
| 6M | -12.4% | -36.9% | +24.5% | -6.1% |
| YTD | -13.2% | +84.8% | -98.1% | -41.7% |
| 1Y | -2.9% | +99.0% | -101.9% | -37.6% |
| 3Y | +74.4% | +217.9% | -143.5% | -16.4% |
| All | +74.4% | +221.6% | -147.2% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling