+291.9%
C vs SIMO
+514.4%
-222.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.7% | -9.0% | -2.0% |
| 7D | +3.6% | +4.2% | -0.6% | +2.7% |
| 30D | +0.1% | +4.1% | -4.0% | -1.5% |
| 3M | +2.4% | -12.9% | +15.3% | +2.7% |
| 6M | +24.9% | +110.3% | -85.4% | +0.7% |
| YTD | +19.8% | +178.6% | -158.8% | -10.9% |
| 1Y | +44.9% | +220.0% | -175.1% | +3.3% |
| 3Y | +263.0% | +409.0% | -146.1% | +125.1% |
| 5Y | +129.5% | +277.3% | -147.8% | +44.8% |
| All | +291.9% | +514.4% | -222.6% | +91.6% |
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