+105.2%
CTVA vs SIMO
+297.1%
-191.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.2% | -8.4% | -2.6% |
| 7D | -2.1% | +14.6% | -16.7% | -2.8% |
| 30D | +12.0% | +6.2% | +5.8% | +11.5% |
| 3M | +13.5% | +3.6% | +9.9% | +12.4% |
| 6M | +12.1% | +130.8% | -118.7% | +3.6% |
| YTD | +29.0% | +195.8% | -166.8% | +15.7% |
| 1Y | +18.9% | +225.0% | -206.1% | +5.1% |
| 3Y | +78.9% | +452.3% | -373.4% | +48.1% |
| 5Y | +105.2% | +303.6% | -198.4% | +74.8% |
| All | +105.2% | +297.1% | -191.9% | +74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling