+162.4%
GE vs SIMO
+436.4%
-274.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.7% | -1.9% | +2.9% |
| 7D | +6.3% | -8.2% | +14.4% | +7.5% |
| 30D | +8.9% | -34.6% | +43.5% | +15.8% |
| 3M | -9.2% | -32.6% | +23.4% | -5.0% |
| 6M | +13.2% | -31.8% | +45.0% | +15.5% |
| YTD | +9.4% | +87.6% | -78.2% | -12.5% |
| 1Y | +9.8% | +86.7% | -76.9% | -12.2% |
| 3Y | +278.2% | +227.4% | +50.7% | +158.2% |
| 5Y | +396.0% | +173.0% | +223.0% | +236.7% |
| 10Y | +162.4% | +409.6% | -247.3% | +38.7% |
| All | +162.4% | +436.4% | -274.0% | +38.7% |
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