+985.8%
ASX vs SIMO
+394.4%
+591.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.6% | +3.6% | 0.0% |
| 7D | +12.4% | +4.1% | +8.3% | +10.8% |
| 30D | -19.8% | -24.0% | +4.2% | -10.8% |
| 3M | -10.3% | -31.8% | +21.4% | +2.2% |
| 6M | +1.2% | -36.9% | +38.1% | +17.9% |
| YTD | +123.0% | +84.8% | +38.2% | +72.5% |
| 1Y | +145.4% | +99.0% | +46.4% | +84.8% |
| 3Y | +368.6% | +217.9% | +150.7% | +193.2% |
| 5Y | +486.0% | +171.5% | +314.6% | +267.4% |
| All | +985.8% | +394.4% | +591.4% | +438.0% |
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