+142.8%
CI vs SIMO
+394.4%
-251.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.5% |
| 7D | +1.2% | +4.1% | -2.9% | +0.9% |
| 30D | +2.6% | -24.0% | +26.5% | +3.6% |
| 3M | +7.4% | -31.8% | +39.2% | +8.6% |
| 6M | -0.1% | -36.9% | +36.8% | +0.4% |
| YTD | +9.7% | +84.8% | -75.1% | -0.5% |
| 1Y | +12.1% | +99.0% | -86.9% | +0.9% |
| 3Y | +7.0% | +217.9% | -210.9% | -10.6% |
| 5Y | +49.7% | +171.5% | -121.8% | +23.1% |
| All | +142.8% | +394.4% | -251.6% | +62.0% |
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