+40.9%
XYZ vs SIMO
+418.6%
-377.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.7% | -9.4% | -2.0% |
| 7D | -1.0% | +4.2% | -5.2% | -1.6% |
| 30D | -1.7% | +4.1% | -5.8% | -2.9% |
| 3M | +16.7% | -12.9% | +29.6% | +16.7% |
| 6M | +26.9% | +110.3% | -83.5% | -0.9% |
| YTD | +27.1% | +178.6% | -151.4% | -12.4% |
| 1Y | +9.3% | +220.0% | -210.7% | -29.1% |
| All | +40.9% | +418.6% | -377.7% | -33.1% |
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