+1,340.4%
CRWD vs SIMO
+692.2%
+648.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +1.6% |
| 7D | -2.8% | +12.5% | -15.4% | -6.0% |
| 30D | -5.9% | +18.4% | -24.3% | -10.8% |
| 3M | +29.0% | +5.6% | +23.4% | +22.4% |
| 6M | +91.5% | +116.9% | -25.4% | +38.4% |
| YTD | +78.2% | +188.4% | -110.2% | +14.2% |
| 1Y | +96.6% | +221.3% | -124.6% | +20.3% |
| 3Y | +397.0% | +438.6% | -41.5% | +145.7% |
| 5Y | +218.9% | +287.9% | -69.0% | +66.3% |
| All | +1,340.4% | +692.2% | +648.2% | +356.8% |
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