+3,969.6%
GOOG vs SIMO
+2,312.3%
+1,657.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.0% |
| 7D | +4.8% | +14.9% | -10.0% | +2.6% |
| 30D | -15.5% | -27.0% | +11.5% | -12.2% |
| 3M | -13.7% | -25.4% | +11.7% | -11.6% |
| 6M | -23.0% | -30.3% | +7.3% | -22.0% |
| YTD | -5.7% | +95.8% | -101.5% | -21.6% |
| 1Y | +3.0% | +100.0% | -97.0% | -14.8% |
| 3Y | +122.4% | +238.3% | -115.9% | +65.1% |
| 5Y | +99.2% | +187.6% | -88.3% | +48.0% |
| 10Y | +690.8% | +422.5% | +268.3% | +412.9% |
| All | +3,969.6% | +2,312.3% | +1,657.3% | +1,465.8% |
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