+13.1%
D vs SIMO
+184.2%
-171.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.8% |
| 7D | -3.1% | +14.9% | -17.9% | -2.8% |
| 30D | +8.4% | -27.0% | +35.4% | +8.0% |
| 3M | +0.2% | -25.4% | +25.6% | 0.0% |
| 6M | +9.5% | -30.3% | +39.7% | +9.2% |
| YTD | +18.8% | +95.8% | -77.0% | +17.6% |
| 1Y | +14.7% | +100.0% | -85.3% | +13.4% |
| 3Y | +72.9% | +238.3% | -165.3% | +67.4% |
| 5Y | +13.1% | +187.6% | -174.4% | +7.5% |
| All | +13.1% | +184.2% | -171.1% | +7.5% |
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