+142.2%
CI vs SIMO
+434.7%
-292.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.7% | -5.0% | +0.4% |
| 7D | +0.1% | -8.5% | +8.6% | +0.4% |
| 30D | +4.7% | -34.8% | +39.5% | +6.6% |
| 3M | +5.2% | -32.8% | +38.1% | +6.5% |
| 6M | +3.8% | -32.0% | +35.8% | +3.8% |
| YTD | +9.2% | +87.0% | -77.8% | -1.0% |
| 1Y | +14.3% | +86.1% | -71.8% | +3.5% |
| 3Y | +8.4% | +226.4% | -218.0% | -9.6% |
| 5Y | +50.0% | +172.1% | -122.1% | +23.6% |
| 10Y | +142.2% | +408.0% | -265.8% | +60.8% |
| All | +142.2% | +434.7% | -292.5% | +60.8% |
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