+341.0%
COP vs SIMO
+514.4%
-173.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.7% | -9.8% | -2.3% |
| 7D | +3.0% | +4.2% | -1.2% | +2.3% |
| 30D | +17.5% | +4.1% | +13.4% | +16.1% |
| 3M | +13.4% | -12.9% | +26.2% | +13.2% |
| 6M | +17.7% | +110.3% | -92.6% | -1.5% |
| YTD | +46.6% | +178.6% | -132.0% | +14.6% |
| 1Y | +44.6% | +220.0% | -175.4% | +9.0% |
| 3Y | +20.7% | +409.0% | -388.3% | -20.4% |
| 5Y | +185.0% | +277.3% | -92.3% | +90.4% |
| All | +341.0% | +514.4% | -173.5% | +146.4% |
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