+216.9%
B vs SIMO
+423.7%
-206.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.9% | -2.9% |
| 7D | -6.2% | +14.9% | -21.1% | -7.3% |
| 30D | -6.6% | -27.0% | +20.4% | -4.5% |
| 3M | -7.9% | -25.4% | +17.5% | -6.3% |
| 6M | -16.8% | -30.3% | +13.5% | -15.6% |
| YTD | -11.7% | +95.8% | -107.5% | -19.1% |
| 1Y | +3.5% | +100.0% | -96.5% | -5.4% |
| 3Y | +165.7% | +238.3% | -72.5% | +130.8% |
| 5Y | +108.4% | +187.6% | -79.2% | +79.7% |
| All | +216.9% | +423.7% | -206.8% | +144.4% |
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