+760.6%
COST vs SIMO
+453.3%
+307.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.7% | -6.6% | +1.5% |
| 7D | +3.9% | +0.9% | +3.0% | +3.8% |
| 30D | +13.5% | -25.4% | +38.9% | +15.1% |
| 3M | +15.3% | -17.8% | +33.1% | +15.5% |
| 6M | +9.2% | -29.6% | +38.7% | +9.2% |
| YTD | +26.9% | +100.3% | -73.4% | +11.7% |
| 1Y | +19.7% | +100.4% | -80.7% | +5.3% |
| 3Y | +96.0% | +246.1% | -150.1% | +57.9% |
| 5Y | +124.0% | +189.8% | -65.8% | +80.4% |
| 10Y | +760.6% | +434.6% | +326.0% | +510.3% |
| All | +760.6% | +453.3% | +307.3% | +510.3% |
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