+32.9%
W vs SIMO
+418.6%
-385.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.7% | -6.2% | 0.0% |
| 7D | -4.2% | +4.2% | -8.4% | -5.4% |
| 30D | -7.6% | +4.1% | -11.7% | -9.9% |
| 3M | +37.2% | -12.9% | +50.0% | +37.4% |
| 6M | +26.3% | +110.3% | -84.0% | -17.5% |
| YTD | -1.0% | +178.6% | -179.6% | -48.8% |
| 1Y | +20.1% | +220.0% | -199.9% | -46.4% |
| All | +32.9% | +418.6% | -385.6% | -66.8% |
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 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