+158.7%
CI vs SIMO
+379.7%
-220.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -2.8% |
| 7D | -1.6% | -22.0% | +20.4% | -0.5% |
| 30D | +5.4% | -43.0% | +48.5% | +8.1% |
| 3M | +7.3% | -39.1% | +46.4% | +9.1% |
| 6M | +5.3% | -33.3% | +38.6% | +5.3% |
| YTD | +8.5% | +77.0% | -68.5% | -1.4% |
| 1Y | +17.1% | +73.0% | -55.9% | +6.5% |
| 3Y | +1.4% | +215.7% | -214.3% | -15.5% |
| 5Y | +50.5% | +155.6% | -105.2% | +24.4% |
| All | +158.7% | +379.7% | -220.9% | +71.6% |
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