+160.3%
W vs SIMO
+220.9%
-60.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -3.3% |
| 7D | +1.1% | -16.0% | +17.1% | +5.0% |
| 30D | +6.4% | -35.8% | +42.2% | +17.3% |
| 3M | +9.0% | -26.5% | +35.4% | +13.0% |
| 6M | +69.8% | -33.0% | +102.8% | +72.8% |
| YTD | +12.1% | +84.3% | -72.3% | -36.2% |
| 1Y | 0.0% | +82.0% | -82.0% | -43.0% |
| 3Y | +160.3% | +218.5% | -58.1% | -25.2% |
| All | +160.3% | +220.9% | -60.5% | -25.2% |
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 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