+861.6%
ASX vs SIMO
+502.1%
+359.5%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.5% | -2.8% |
| 7D | -0.7% | +4.2% | -4.9% | -2.4% |
| 30D | +2.0% | +4.1% | -2.1% | -0.6% |
| 3M | -1.3% | -12.9% | +11.5% | +2.2% |
| 6M | +71.4% | +110.3% | -38.9% | +28.7% |
| YTD | +135.3% | +178.6% | -43.2% | +58.5% |
| 1Y | +267.5% | +220.0% | +47.5% | +134.9% |
| 3Y | +388.5% | +409.0% | -20.6% | +162.5% |
| 5Y | +417.1% | +277.3% | +139.8% | +191.2% |
| All | +861.6% | +502.1% | +359.5% | +335.5% |
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