+65.7%
AG vs SIMO
+394.4%
-328.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.6% | +3.2% | -1.4% |
| 7D | -10.0% | +4.1% | -14.1% | -10.7% |
| 30D | -10.5% | -24.0% | +13.5% | -6.7% |
| 3M | -27.3% | -31.8% | +4.5% | -23.2% |
| 6M | -43.0% | -36.9% | -6.1% | -40.0% |
| YTD | -17.9% | +84.8% | -102.7% | -32.3% |
| 1Y | +11.9% | +99.0% | -87.1% | -9.1% |
| 3Y | +201.8% | +217.9% | -16.1% | +121.2% |
| 5Y | -0.1% | +171.5% | -171.5% | -27.2% |
| All | +65.7% | +394.4% | -328.7% | +3.0% |
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