+39.7%
EXC vs SIMO
+195.0%
-155.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.5% | +0.3% |
| 7D | -1.4% | +0.9% | -2.3% | -1.3% |
| 30D | +8.3% | -25.4% | +33.7% | +8.0% |
| 3M | +2.6% | -17.8% | +20.4% | +2.5% |
| 6M | +5.2% | -29.6% | +34.7% | +5.0% |
| YTD | +7.5% | +100.3% | -92.8% | +7.1% |
| 1Y | +3.2% | +100.4% | -97.2% | +2.7% |
| 3Y | +29.5% | +246.1% | -216.5% | +26.9% |
| 5Y | +39.7% | +189.8% | -150.1% | +35.0% |
| All | +39.7% | +195.0% | -155.3% | +35.0% |
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 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