+142.2%
CI vs SIMO
+436.4%
-294.2%
-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% | -8.2% | +8.3% | +0.4% |
| 30D | +4.7% | -34.6% | +39.3% | +6.6% |
| 3M | +5.2% | -32.6% | +37.8% | +6.5% |
| 6M | +3.8% | -31.8% | +35.6% | +3.8% |
| YTD | +9.2% | +87.6% | -78.4% | -1.0% |
| 1Y | +14.3% | +86.7% | -72.4% | +3.5% |
| 3Y | +8.4% | +227.4% | -219.0% | -9.6% |
| 5Y | +50.0% | +173.0% | -122.9% | +23.6% |
| 10Y | +142.2% | +409.6% | -267.4% | +60.8% |
| All | +142.2% | +436.4% | -294.2% | +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