+19.2%
U vs SIMO
+80.9%
-61.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | -0.1% |
| 7D | +32.3% | -8.2% | +40.5% | +32.3% |
| 30D | +9.7% | -34.6% | +44.3% | +10.6% |
| 3M | +19.6% | -32.6% | +52.2% | +20.5% |
| 6M | +82.6% | -31.8% | +114.5% | +82.8% |
| YTD | +16.4% | +87.6% | -71.2% | +0.6% |
| All | +19.2% | +80.9% | -61.6% | +4.3% |
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