+133.7%
GOOG vs SIMO
+297.1%
-163.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.2% | -6.1% | -0.8% |
| 7D | +1.1% | +14.6% | -13.5% | -0.9% |
| 30D | -5.1% | +6.2% | -11.3% | -6.3% |
| 3M | -7.1% | +3.6% | -10.6% | -9.2% |
| 6M | +12.7% | +130.8% | -118.1% | -7.5% |
| YTD | +7.1% | +195.8% | -188.7% | -17.6% |
| 1Y | +43.6% | +225.0% | -181.4% | +7.8% |
| 3Y | +146.8% | +452.3% | -305.5% | +60.8% |
| 5Y | +133.7% | +303.6% | -169.9% | +61.0% |
| All | +133.7% | +297.1% | -163.4% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling