+43.8%
D vs SIMO
+436.4%
-392.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -0.6% |
| 7D | +0.8% | -8.2% | +8.9% | +0.8% |
| 30D | +10.7% | -34.6% | +45.3% | +11.4% |
| 3M | +2.3% | -32.6% | +34.9% | +2.7% |
| 6M | +12.5% | -31.8% | +44.3% | +12.5% |
| YTD | +20.1% | +87.6% | -67.5% | +14.9% |
| 1Y | +15.6% | +86.7% | -71.1% | +10.6% |
| 3Y | +75.2% | +227.4% | -152.3% | +61.0% |
| 5Y | +14.6% | +173.0% | -158.4% | +4.9% |
| 10Y | +43.8% | +409.6% | -365.9% | +19.9% |
| All | +43.8% | +436.4% | -392.6% | +19.9% |
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