+17.2%
ABNB vs SIMO
+607.9%
-590.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -3.1% |
| 7D | -7.4% | +14.5% | -21.9% | -9.4% |
| 30D | -8.2% | +20.4% | -28.6% | -11.2% |
| 3M | +29.1% | +7.1% | +22.0% | +24.1% |
| 6M | +26.6% | +129.2% | -102.7% | -0.7% |
| YTD | +25.0% | +201.9% | -177.0% | -10.1% |
| 1Y | +37.0% | +235.5% | -198.5% | -5.1% |
| 3Y | +16.3% | +463.8% | -447.5% | -32.4% |
| 5Y | +2.2% | +306.7% | -304.5% | -37.4% |
| All | +17.2% | +607.9% | -590.7% | -32.0% |
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 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