+200.5%
B vs SIMO
+436.4%
-235.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.7% | -1.5% | +3.7% |
| 7D | +11.3% | -8.2% | +19.5% | +11.8% |
| 30D | +2.9% | -34.6% | +37.6% | +6.3% |
| 3M | -2.9% | -32.6% | +29.8% | -0.3% |
| 6M | -1.2% | -31.8% | +30.6% | +0.4% |
| YTD | -1.3% | +87.6% | -88.9% | -9.2% |
| 1Y | +30.4% | +86.7% | -56.3% | +20.0% |
| 3Y | +195.3% | +227.4% | -32.2% | +157.6% |
| 5Y | +146.2% | +173.0% | -26.8% | +113.5% |
| 10Y | +200.5% | +409.6% | -209.2% | +131.8% |
| All | +200.5% | +436.4% | -235.9% | +131.8% |
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 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