+1,462.8%
CRWD vs SIMO
+407.7%
+1,055.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.6% | +4.2% | -0.1% |
| 7D | +4.5% | +4.1% | +0.4% | +3.4% |
| 30D | -9.1% | -24.0% | +14.9% | -3.8% |
| 3M | +0.5% | -31.8% | +32.2% | +6.4% |
| 6M | +61.1% | -36.9% | +98.0% | +67.9% |
| YTD | +93.4% | +84.8% | +8.5% | +34.5% |
| 1Y | +71.1% | +99.0% | -27.9% | +15.7% |
| 3Y | +351.1% | +217.9% | +133.1% | +148.8% |
| 5Y | +218.8% | +171.5% | +47.4% | +74.2% |
| All | +1,462.8% | +407.7% | +1,055.2% | +438.0% |
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