+3,319.5%
V vs SIMO
+1,676.8%
+1,642.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | +0.8% | -16.0% | +16.8% | +2.8% |
| 30D | +9.9% | -35.8% | +45.7% | +15.4% |
| 3M | +17.5% | -26.5% | +44.0% | +20.0% |
| 6M | +33.5% | -33.0% | +66.5% | +34.9% |
| YTD | +21.6% | +84.3% | -62.8% | +3.7% |
| 1Y | +27.6% | +82.0% | -54.4% | +8.9% |
| 3Y | +76.4% | +218.5% | -142.1% | +35.0% |
| 5Y | +103.8% | +175.0% | -71.2% | +54.5% |
| 10Y | +455.5% | +407.5% | +48.0% | +267.0% |
| All | +3,319.5% | +1,676.8% | +1,642.7% | +1,288.8% |
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 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