+221.8%
GE vs SIMO
+2,080.4%
-1,858.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.4% | +2.1% |
| 7D | +7.1% | -22.0% | +29.1% | +10.8% |
| 30D | +6.5% | -43.0% | +49.5% | +14.9% |
| 3M | -13.6% | -39.1% | +25.6% | -8.4% |
| 6M | +6.0% | -33.3% | +39.3% | +8.6% |
| YTD | +5.4% | +77.0% | -71.6% | -10.3% |
| 1Y | +6.5% | +73.0% | -66.6% | -9.2% |
| 3Y | +268.6% | +215.7% | +52.9% | +179.1% |
| 5Y | +389.0% | +155.6% | +233.4% | +271.7% |
| 10Y | +163.3% | +388.4% | -225.0% | +73.1% |
| All | +221.8% | +2,080.4% | -1,858.6% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling