-68.4%
U vs SIMO
+154.7%
-223.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.2% | +1.4% | +4.5% |
| 7D | +36.6% | -22.0% | +58.6% | +43.5% |
| 30D | +13.3% | -43.0% | +56.4% | +28.6% |
| 3M | +26.2% | -39.1% | +65.3% | +38.0% |
| 6M | +88.7% | -33.3% | +122.0% | +91.3% |
| YTD | +16.6% | +77.0% | -60.4% | -27.5% |
| 1Y | +29.0% | +73.0% | -44.1% | -18.8% |
| 3Y | +99.5% | +215.7% | -116.2% | -8.8% |
| All | -68.4% | +154.7% | -223.1% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling