-73.3%
U vs SIMO
+170.3%
-243.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.6% | +10.8% | +6.6% |
| 7D | +2.6% | +4.1% | -1.5% | +1.2% |
| 30D | +27.6% | -24.0% | +51.5% | +33.9% |
| 3M | +15.3% | -31.8% | +47.1% | +22.5% |
| 6M | +96.4% | -36.9% | +133.3% | +103.3% |
| YTD | +19.6% | +84.8% | -65.3% | -26.8% |
| 1Y | +42.1% | +99.0% | -56.9% | -16.2% |
| 3Y | +87.5% | +217.9% | -130.4% | -14.5% |
| All | -73.3% | +170.3% | -243.6% | -86.6% |
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 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