+366.5%
ALL vs SIMO
+502.1%
-135.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +8.7% | -10.0% | -1.7% |
| 7D | 0.0% | +4.2% | -4.2% | -0.2% |
| 30D | -1.5% | +4.1% | -5.6% | -1.8% |
| 3M | +23.6% | -12.9% | +36.5% | +23.6% |
| 6M | +22.3% | +110.3% | -88.0% | +14.0% |
| YTD | +26.5% | +178.6% | -152.1% | +14.5% |
| 1Y | +27.0% | +220.0% | -193.0% | +12.9% |
| 3Y | +149.6% | +409.0% | -259.5% | +108.4% |
| 5Y | +118.1% | +277.3% | -159.2% | +83.4% |
| All | +366.5% | +502.1% | -135.6% | +239.4% |
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