+363.8%
ALL vs SIMO
+434.7%
-70.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.7% | -6.1% | -0.6% |
| 7D | -3.9% | -8.5% | +4.6% | -3.7% |
| 30D | +10.6% | -34.8% | +45.4% | +11.9% |
| 3M | -4.6% | -32.8% | +28.3% | -3.9% |
| 6M | +20.2% | -32.0% | +52.2% | +19.9% |
| YTD | +23.7% | +87.0% | -63.3% | +12.8% |
| 1Y | +27.9% | +86.1% | -58.2% | +16.6% |
| 3Y | +109.2% | +226.4% | -117.3% | +76.9% |
| 5Y | +148.0% | +172.1% | -24.1% | +108.1% |
| 10Y | +363.8% | +408.0% | -44.2% | +235.6% |
| All | +363.8% | +434.7% | -70.9% | +235.6% |
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