+78.2%
U vs SIMO
+240.7%
-162.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.3% | +1.4% |
| 7D | +2.8% | +14.9% | -12.0% | +0.4% |
| 30D | +7.6% | -27.0% | +34.6% | +12.9% |
| 3M | +12.7% | -25.4% | +38.1% | +16.1% |
| 6M | +87.0% | -30.3% | +117.2% | +87.9% |
| YTD | +13.6% | +95.8% | -82.2% | -29.5% |
| 1Y | +25.3% | +100.0% | -74.7% | -23.2% |
| All | +78.2% | +240.7% | -162.5% | -27.6% |
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