+371.6%
ALL vs SIMO
+394.4%
-22.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | +0.5% |
| 7D | +5.0% | +4.1% | +0.9% | +4.9% |
| 30D | +13.3% | -24.0% | +37.3% | +14.0% |
| 3M | +3.2% | -31.8% | +34.9% | +3.8% |
| 6M | +25.3% | -36.9% | +62.2% | +25.5% |
| YTD | +30.5% | +84.8% | -54.4% | +19.0% |
| 1Y | +29.2% | +99.0% | -69.8% | +17.0% |
| 3Y | +119.1% | +217.9% | -98.8% | +85.6% |
| 5Y | +162.6% | +171.5% | -8.8% | +120.1% |
| All | +371.6% | +394.4% | -22.8% | +240.5% |
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