+220.1%
C vs SIMO
+436.4%
-216.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.2% | +1.4% |
| 7D | -0.9% | -8.2% | +7.2% | +0.3% |
| 30D | -5.4% | -34.6% | +29.2% | +1.3% |
| 3M | -9.2% | -32.6% | +23.5% | -4.6% |
| 6M | -1.8% | -31.8% | +30.0% | +0.5% |
| YTD | +6.7% | +87.6% | -80.9% | -16.4% |
| 1Y | +23.5% | +86.7% | -63.2% | -3.3% |
| 3Y | +219.8% | +227.4% | -7.7% | +110.7% |
| 5Y | +112.4% | +173.0% | -60.6% | +37.9% |
| 10Y | +220.1% | +409.6% | -189.5% | +54.8% |
| All | +220.1% | +436.4% | -216.3% | +54.8% |
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