+69.4%
F vs SIMO
+409.2%
-339.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | +1.0% | -16.0% | +17.0% | +3.3% |
| 30D | +2.1% | -35.8% | +37.9% | +8.2% |
| 3M | -10.3% | -26.5% | +16.2% | -8.0% |
| 6M | +3.3% | -33.0% | +36.3% | +5.0% |
| YTD | -2.0% | +84.3% | -86.3% | -21.3% |
| 1Y | -2.3% | +82.0% | -84.3% | -21.5% |
| 3Y | +49.9% | +218.5% | -168.6% | +4.0% |
| 5Y | -12.5% | +175.0% | -187.5% | -39.2% |
| All | +69.4% | +409.2% | -339.8% | -3.7% |
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