+95.6%
F vs SIMO
+502.1%
-406.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.7% | -7.2% | 0.0% |
| 7D | +5.3% | +4.2% | +1.1% | +4.5% |
| 30D | +4.6% | +4.1% | +0.5% | +3.3% |
| 3M | -3.7% | -12.9% | +9.2% | -3.5% |
| 6M | +16.8% | +110.3% | -93.5% | -3.7% |
| YTD | +15.3% | +178.6% | -163.3% | -11.4% |
| 1Y | +31.0% | +220.0% | -189.0% | -2.8% |
| 3Y | +45.4% | +409.0% | -363.6% | -4.4% |
| 5Y | +54.7% | +277.3% | -222.7% | +4.9% |
| All | +95.6% | +502.1% | -406.5% | +10.0% |
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