+229.4%
GE vs SIMO
+2,312.3%
-2,082.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -3.1% |
| 7D | +5.1% | +14.9% | -9.7% | +2.9% |
| 30D | +7.6% | -27.0% | +34.5% | +11.9% |
| 3M | -9.3% | -25.4% | +16.1% | -6.8% |
| 6M | +11.5% | -30.3% | +41.8% | +13.5% |
| YTD | +7.9% | +95.8% | -87.9% | -9.6% |
| 1Y | +7.6% | +100.0% | -92.4% | -10.3% |
| 3Y | +265.9% | +238.3% | +27.6% | +174.2% |
| 5Y | +405.9% | +187.6% | +218.4% | +277.6% |
| 10Y | +149.6% | +422.5% | -272.9% | +62.3% |
| All | +229.4% | +2,312.3% | -2,082.9% | +24.3% |
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