+2,926.4%
V vs SIMO
+2,585.1%
+341.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.7% | -9.7% | -2.1% |
| 7D | -1.7% | +4.2% | -5.9% | -2.3% |
| 30D | +2.0% | +4.1% | -2.1% | +0.9% |
| 3M | +17.4% | -12.9% | +30.2% | +17.1% |
| 6M | +17.5% | +110.3% | -92.8% | +1.3% |
| YTD | +7.6% | +178.6% | -171.0% | -11.7% |
| 1Y | +7.7% | +220.0% | -212.3% | -13.9% |
| 3Y | +54.7% | +409.0% | -354.4% | +12.8% |
| 5Y | +73.0% | +277.3% | -204.3% | +28.0% |
| 10Y | +390.9% | +506.6% | -115.8% | +221.3% |
| All | +2,926.4% | +2,585.1% | +341.3% | +1,082.2% |
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