+219.9%
CTVA vs SIMO
+767.8%
-547.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.6% |
| 7D | -5.8% | +14.5% | -20.3% | -7.3% |
| 30D | +11.1% | +20.4% | -9.4% | +8.3% |
| 3M | +13.2% | +7.1% | +6.1% | +10.5% |
| 6M | +8.7% | +129.2% | -120.5% | -6.8% |
| YTD | +27.3% | +201.9% | -174.7% | +3.1% |
| 1Y | +18.0% | +235.5% | -217.5% | -6.8% |
| 3Y | +76.5% | +463.8% | -387.4% | +23.4% |
| 5Y | +105.1% | +306.7% | -201.6% | +45.8% |
| All | +219.9% | +767.8% | -547.9% | +41.2% |
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