+69.7%
XYZ vs SIMO
+202.0%
-132.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -14.4% | +10.3% | -2.5% |
| 7D | +9.2% | -31.4% | +40.6% | +13.5% |
| 30D | +9.8% | -45.2% | +55.0% | +17.0% |
| 3M | -0.2% | -36.5% | +36.3% | +3.2% |
| 6M | +18.0% | -34.2% | +52.1% | +17.4% |
| YTD | +29.1% | +69.9% | -40.8% | -5.7% |
| 1Y | +14.1% | +60.4% | -46.3% | -15.0% |
| All | +69.7% | +202.0% | -132.3% | -4.0% |
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