+150.9%
CI vs SIMO
+453.3%
-302.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.7% | -9.2% | -1.0% |
| 7D | -1.3% | +0.9% | -2.2% | -1.4% |
| 30D | +6.4% | -25.4% | +31.8% | +7.6% |
| 3M | +10.7% | -17.8% | +28.4% | +10.7% |
| 6M | +5.5% | -29.6% | +35.0% | +5.4% |
| YTD | +11.4% | +100.3% | -88.9% | +0.6% |
| 1Y | +15.0% | +100.4% | -85.3% | +3.8% |
| 3Y | +9.0% | +246.1% | -237.1% | -9.3% |
| 5Y | +52.0% | +189.8% | -137.8% | +24.9% |
| 10Y | +150.9% | +434.6% | -283.7% | +66.2% |
| All | +150.9% | +453.3% | -302.4% | +66.2% |
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