+27.1%
V vs SIMO
+80.3%
-53.2%
-17.2%
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 | -0.8% | -8.5% | +7.7% | -0.8% |
| 30D | +9.5% | -34.8% | +44.3% | +9.7% |
| 3M | +16.7% | -32.8% | +49.5% | +16.6% |
| 6M | +32.9% | -32.0% | +65.0% | +30.9% |
| YTD | +21.1% | +87.0% | -65.9% | +11.9% |
| All | +27.1% | +80.3% | -53.2% | +16.8% |
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