+155.5%
GE vs SIMO
+379.7%
-224.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.4% | +2.0% |
| 7D | +7.1% | -22.0% | +29.1% | +11.1% |
| 30D | +6.5% | -43.0% | +49.5% | +15.7% |
| 3M | -13.6% | -39.1% | +25.6% | -8.0% |
| 6M | +6.0% | -33.3% | +39.3% | +8.4% |
| YTD | +5.4% | +77.0% | -71.6% | -14.9% |
| 1Y | +6.5% | +73.0% | -66.6% | -13.7% |
| 3Y | +268.6% | +215.7% | +52.9% | +152.8% |
| 5Y | +389.0% | +155.6% | +233.4% | +235.8% |
| All | +155.5% | +379.7% | -224.2% | +36.4% |
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