+53.6%
AA vs SIMO
+436.4%
-382.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +5.7% | +0.1% | +4.2% |
| 7D | +4.8% | -8.2% | +13.0% | +6.8% |
| 30D | -0.6% | -34.6% | +34.0% | +10.3% |
| 3M | -16.3% | -32.6% | +16.4% | -9.9% |
| 6M | -33.4% | -31.8% | -1.6% | -30.5% |
| YTD | -20.7% | +87.6% | -108.3% | -44.5% |
| 1Y | +12.9% | +86.7% | -73.7% | -20.8% |
| 3Y | +75.7% | +227.4% | -151.7% | -1.9% |
| 5Y | -6.8% | +173.0% | -179.8% | -48.5% |
| 10Y | +53.6% | +409.6% | -356.0% | -38.6% |
| All | +53.6% | +436.4% | -382.7% | -38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling