+48.3%
D vs SIMO
+395.4%
-347.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.2% |
| 7D | +2.4% | -16.0% | +18.4% | +2.6% |
| 30D | +10.9% | -35.8% | +46.7% | +11.6% |
| 3M | +2.8% | -26.5% | +29.3% | +3.0% |
| 6M | +12.7% | -33.0% | +45.7% | +12.7% |
| YTD | +20.3% | +84.3% | -64.0% | +15.2% |
| 1Y | +17.1% | +82.0% | -64.9% | +12.2% |
| 3Y | +75.1% | +218.5% | -143.3% | +61.2% |
| 5Y | +13.1% | +175.0% | -161.9% | +3.5% |
| 10Y | +48.3% | +407.5% | -359.3% | +24.6% |
| All | +48.3% | +395.4% | -347.1% | +24.6% |
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