+493.6%
COR vs SIMO
+453.3%
+40.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.7% | -8.3% | 0.0% |
| 7D | -1.2% | +0.9% | -2.1% | -1.2% |
| 30D | +7.6% | -25.4% | +33.0% | +8.5% |
| 3M | +5.0% | -17.8% | +22.8% | +5.0% |
| 6M | +35.3% | -29.6% | +64.9% | +35.1% |
| YTD | +4.2% | +100.3% | -96.1% | -5.1% |
| 1Y | -3.4% | +100.4% | -103.8% | -12.1% |
| 3Y | +81.1% | +246.1% | -165.0% | +53.5% |
| 5Y | +195.8% | +189.8% | +6.0% | +148.3% |
| 10Y | +493.6% | +434.6% | +59.0% | +319.8% |
| All | +493.6% | +453.3% | +40.3% | +319.8% |
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