+411.8%
GE vs SIMO
+170.3%
+241.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | +0.9% |
| 7D | +2.7% | +4.1% | -1.5% | +2.1% |
| 30D | +8.1% | -24.0% | +32.0% | +10.8% |
| 3M | -7.9% | -31.8% | +23.9% | -5.0% |
| 6M | +12.9% | -36.9% | +49.8% | +15.7% |
| YTD | +8.2% | +84.8% | -76.6% | -8.4% |
| 1Y | +9.7% | +99.0% | -89.3% | -8.6% |
| 3Y | +266.1% | +217.9% | +48.2% | +174.1% |
| All | +411.8% | +170.3% | +241.4% | +278.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling