+374.8%
ALL vs SIMO
+379.7%
-4.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.2% | -8.6% | -4.6% |
| 7D | -1.9% | -22.0% | +20.0% | -1.3% |
| 30D | +13.8% | -43.0% | +56.8% | +15.6% |
| 3M | -7.0% | -39.1% | +32.1% | -6.0% |
| 6M | +18.0% | -33.3% | +51.3% | +17.6% |
| YTD | +24.2% | +77.0% | -52.8% | +13.5% |
| 1Y | +31.2% | +73.0% | -41.8% | +20.0% |
| 3Y | +107.5% | +215.7% | -108.2% | +75.3% |
| 5Y | +144.8% | +155.6% | -10.8% | +106.0% |
| All | +374.8% | +379.7% | -4.9% | +244.3% |
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