+3,309.9%
V vs SIMO
+1,537.7%
+1,772.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -14.4% | +11.2% | -1.3% |
| 7D | +2.9% | -31.4% | +34.3% | +7.6% |
| 30D | +14.0% | -45.2% | +59.2% | +22.1% |
| 3M | +14.9% | -36.5% | +51.4% | +19.5% |
| 6M | +31.7% | -34.2% | +65.9% | +33.3% |
| YTD | +21.2% | +69.9% | -48.7% | +4.6% |
| 1Y | +25.3% | +60.4% | -35.1% | +8.8% |
| 3Y | +77.5% | +203.1% | -125.7% | +36.7% |
| 5Y | +102.6% | +145.4% | -42.9% | +56.0% |
| 10Y | +464.3% | +368.9% | +95.4% | +276.8% |
| All | +3,309.9% | +1,537.7% | +1,772.1% | +1,300.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling