+137.3%
CTVA vs SIMO
+431.2%
-294.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.6% | +8.2% | +3.2% |
| 7D | -20.8% | +4.1% | -24.9% | -21.1% |
| 30D | -29.6% | -24.0% | -5.7% | -28.1% |
| 3M | -16.9% | -31.8% | +14.9% | -14.7% |
| 6M | -24.3% | -36.9% | +12.6% | -22.8% |
| YTD | -5.6% | +84.8% | -90.4% | -20.2% |
| 1Y | -4.2% | +99.0% | -103.2% | -20.2% |
| 3Y | +43.3% | +217.9% | -174.7% | +6.2% |
| 5Y | +35.7% | +171.5% | -135.8% | -1.8% |
| All | +137.3% | +431.2% | -294.0% | +9.2% |
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