+41.6%
D vs SIMO
+379.7%
-338.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.2% | -5.6% | -1.5% |
| 7D | +3.0% | -22.0% | +25.0% | +3.3% |
| 30D | +11.5% | -43.0% | +54.5% | +12.4% |
| 3M | +3.7% | -39.1% | +42.9% | +4.3% |
| 6M | +13.5% | -33.3% | +46.8% | +13.5% |
| YTD | +20.7% | +77.0% | -56.2% | +15.7% |
| 1Y | +18.2% | +73.0% | -54.8% | +13.3% |
| 3Y | +73.3% | +215.7% | -142.4% | +59.2% |
| 5Y | +12.3% | +155.6% | -143.4% | +3.0% |
| All | +41.6% | +379.7% | -338.1% | +18.4% |
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