+146.8%
GOOG vs SIMO
+462.5%
-315.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.2% | -6.1% | -0.6% |
| 7D | +1.1% | +14.6% | -13.5% | -0.5% |
| 30D | -5.1% | +6.2% | -11.3% | -6.0% |
| 3M | -7.1% | +3.6% | -10.6% | -8.7% |
| 6M | +12.7% | +130.8% | -118.1% | -6.4% |
| YTD | +7.1% | +195.8% | -188.7% | -17.2% |
| 1Y | +43.6% | +225.0% | -181.4% | +7.9% |
| 3Y | +146.8% | +452.3% | -305.5% | +47.5% |
| All | +146.8% | +462.5% | -315.8% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling