+161.7%
ALL vs SIMO
+184.2%
-22.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +1.7% |
| 7D | 0.0% | +14.9% | -14.9% | +0.4% |
| 30D | +12.8% | -27.0% | +39.8% | +12.1% |
| 3M | +4.7% | -25.4% | +30.1% | +4.1% |
| 6M | +24.9% | -30.3% | +55.2% | +24.1% |
| YTD | +30.0% | +95.8% | -65.8% | +26.1% |
| 1Y | +29.9% | +100.0% | -70.1% | +25.9% |
| 3Y | +117.5% | +238.3% | -120.7% | +103.4% |
| 5Y | +161.7% | +187.6% | -25.9% | +143.8% |
| All | +161.7% | +184.2% | -22.5% | +143.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling