+3,532.4%
COST vs SIMO
+2,312.3%
+1,220.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.6% |
| 7D | +2.5% | +14.9% | -12.4% | +1.4% |
| 30D | +14.6% | -27.0% | +41.6% | +16.6% |
| 3M | +15.2% | -25.4% | +40.6% | +16.4% |
| 6M | +7.2% | -30.3% | +37.5% | +7.6% |
| YTD | +27.4% | +95.8% | -68.4% | +15.2% |
| 1Y | +20.2% | +100.0% | -79.8% | +8.3% |
| 3Y | +96.9% | +238.3% | -141.4% | +66.8% |
| 5Y | +122.8% | +187.6% | -64.7% | +88.5% |
| 10Y | +764.3% | +422.5% | +341.7% | +574.5% |
| All | +3,532.4% | +2,312.3% | +1,220.0% | +2,000.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling