+13.5%
D vs SIMO
+195.0%
-181.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.7% | -9.1% | -0.3% |
| 7D | -2.4% | +0.9% | -3.3% | -2.4% |
| 30D | +9.0% | -25.4% | +34.4% | +8.7% |
| 3M | +1.0% | -17.8% | +18.7% | +0.8% |
| 6M | +11.0% | -29.6% | +40.5% | +10.8% |
| YTD | +19.8% | +100.3% | -80.5% | +18.6% |
| 1Y | +16.0% | +100.4% | -84.4% | +14.8% |
| 3Y | +74.4% | +246.1% | -171.7% | +68.8% |
| 5Y | +13.5% | +189.8% | -176.3% | +7.1% |
| All | +13.5% | +195.0% | -181.4% | +7.1% |
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