+188.2%
B vs SIMO
+502.1%
-313.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.7% | -10.9% | -3.0% |
| 7D | -1.6% | +4.2% | -5.8% | -2.0% |
| 30D | +9.4% | +4.1% | +5.3% | +8.8% |
| 3M | +5.0% | -12.9% | +17.9% | +5.2% |
| 6M | -3.5% | +110.3% | -113.9% | -11.1% |
| YTD | +4.5% | +178.6% | -174.1% | -6.5% |
| 1Y | +67.8% | +220.0% | -152.2% | +48.4% |
| 3Y | +196.7% | +409.0% | -212.3% | +151.2% |
| 5Y | +151.9% | +277.3% | -125.4% | +113.9% |
| All | +188.2% | +502.1% | -313.9% | +130.4% |
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