+151.5%
GE vs SIMO
+515.6%
-364.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.8% | -1.7% |
| 7D | +1.2% | +14.6% | -13.5% | -1.3% |
| 30D | -9.5% | +6.2% | -15.7% | -10.9% |
| 3M | +4.1% | +3.6% | +0.6% | +1.4% |
| 6M | +3.9% | +130.8% | -126.8% | -16.1% |
| YTD | +9.0% | +195.8% | -186.7% | -17.4% |
| 1Y | +21.9% | +225.0% | -203.1% | -10.2% |
| 3Y | +281.8% | +452.3% | -170.5% | +144.1% |
| 5Y | +436.7% | +303.6% | +133.1% | +251.9% |
| 10Y | +151.5% | +528.8% | -377.2% | +32.6% |
| All | +151.5% | +515.6% | -364.1% | +32.6% |
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