+298.3%
COP vs SIMO
+434.7%
-136.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.7% | -7.0% | -2.1% |
| 7D | -8.4% | -8.5% | 0.0% | -7.6% |
| 30D | +0.3% | -34.8% | +35.1% | +5.2% |
| 3M | +15.1% | -32.8% | +47.9% | +19.0% |
| 6M | +19.8% | -32.0% | +51.8% | +20.8% |
| YTD | +46.8% | +87.0% | -40.2% | +19.3% |
| 1Y | +59.7% | +86.1% | -26.3% | +29.7% |
| 3Y | +28.7% | +226.4% | -197.7% | -10.8% |
| 5Y | +110.7% | +172.1% | -61.4% | +43.2% |
| 10Y | +298.3% | +408.0% | -109.7% | +97.1% |
| All | +298.3% | +434.7% | -136.4% | +97.1% |
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