-69.4%
U vs SIMO
+269.6%
-339.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.7% | -9.7% | -3.4% |
| 7D | -3.8% | +4.2% | -8.0% | -5.1% |
| 30D | +17.5% | +4.1% | +13.4% | +15.0% |
| 3M | +38.7% | -12.9% | +51.6% | +38.4% |
| 6M | +104.4% | +110.3% | -5.9% | +39.3% |
| YTD | -5.7% | +178.6% | -184.3% | -46.6% |
| 1Y | +3.7% | +220.0% | -216.3% | -44.8% |
| 3Y | +12.3% | +409.0% | -396.7% | -53.8% |
| All | -69.4% | +269.6% | -339.0% | -83.1% |
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