+157.4%
GE vs SIMO
+395.4%
-238.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +1.0% |
| 7D | +5.4% | -16.0% | +21.4% | +8.2% |
| 30D | +9.6% | -35.8% | +45.4% | +16.9% |
| 3M | -7.7% | -26.5% | +18.8% | -4.8% |
| 6M | +14.0% | -33.0% | +47.0% | +16.7% |
| YTD | +10.2% | +84.3% | -74.2% | -11.6% |
| 1Y | +8.9% | +82.0% | -73.1% | -12.5% |
| 3Y | +273.7% | +218.5% | +55.2% | +156.3% |
| 5Y | +410.2% | +175.0% | +235.2% | +244.7% |
| 10Y | +157.4% | +407.5% | -250.1% | +36.0% |
| All | +157.4% | +395.4% | -238.0% | +36.0% |
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