+627.7%
GEV vs SIMO
+288.5%
+339.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.7% |
| 7D | +3.2% | +14.5% | -11.4% | -1.0% |
| 30D | -4.0% | +20.4% | -24.4% | -9.4% |
| 3M | +3.4% | +7.1% | -3.7% | -0.1% |
| 6M | +14.7% | +129.2% | -114.5% | -16.3% |
| YTD | +45.8% | +201.9% | -156.2% | -9.0% |
| 1Y | +57.4% | +235.5% | -178.1% | -8.0% |
| All | +627.7% | +288.5% | +339.1% | +274.7% |
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