+772.7%
GOOG vs SIMO
+548.4%
+224.3%
-44.6%
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% | -2.4% |
| 7D | -1.6% | +14.5% | -16.1% | -4.0% |
| 30D | -7.7% | +20.4% | -28.1% | -11.1% |
| 3M | -9.3% | +7.1% | -16.4% | -12.6% |
| 6M | +7.4% | +129.2% | -121.8% | -14.3% |
| YTD | +4.9% | +201.9% | -197.1% | -22.3% |
| 1Y | +37.2% | +235.5% | -198.3% | -1.2% |
| 3Y | +141.6% | +463.8% | -322.2% | +50.2% |
| 5Y | +128.8% | +306.7% | -177.9% | +47.2% |
| 10Y | +772.7% | +579.5% | +193.3% | +345.6% |
| All | +772.7% | +548.4% | +224.3% | +345.6% |
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 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