+76.8%
V vs SIMO
+220.8%
-143.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.4% |
| 7D | +0.8% | -16.0% | +16.8% | +1.3% |
| 30D | +9.9% | -35.8% | +45.7% | +11.6% |
| 3M | +17.5% | -26.5% | +44.0% | +17.9% |
| 6M | +33.5% | -33.0% | +66.5% | +32.6% |
| YTD | +21.6% | +84.3% | -62.8% | +7.2% |
| 1Y | +27.6% | +82.0% | -54.4% | +12.5% |
| All | +76.8% | +220.8% | -143.9% | +38.5% |
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