+151.7%
EXC vs SIMO
+514.4%
-362.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.7% | -9.8% | -1.5% |
| 7D | +0.3% | +4.2% | -3.9% | +0.1% |
| 30D | -3.7% | +4.1% | -7.8% | -4.1% |
| 3M | -1.3% | -12.9% | +11.6% | -1.2% |
| 6M | -9.7% | +110.3% | -120.1% | -15.4% |
| YTD | +2.9% | +178.6% | -175.7% | -6.2% |
| 1Y | +4.4% | +220.0% | -215.6% | -6.3% |
| 3Y | +22.2% | +409.0% | -386.8% | +3.2% |
| 5Y | +46.7% | +277.3% | -230.6% | +24.9% |
| All | +151.7% | +514.4% | -362.7% | +92.0% |
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