+3,825.8%
GOOG vs SIMO
+2,171.3%
+1,654.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | -0.1% |
| 7D | +2.4% | -16.0% | +18.4% | +4.8% |
| 30D | -18.1% | -35.8% | +17.7% | -13.2% |
| 3M | -19.9% | -26.5% | +6.6% | -17.7% |
| 6M | -28.2% | -33.0% | +4.9% | -26.8% |
| YTD | -9.0% | +84.3% | -93.4% | -23.7% |
| 1Y | -1.7% | +82.0% | -83.7% | -17.4% |
| 3Y | +114.5% | +218.5% | -103.9% | +60.8% |
| 5Y | +96.2% | +175.0% | -78.9% | +46.7% |
| 10Y | +654.4% | +407.5% | +246.8% | +391.7% |
| All | +3,825.8% | +2,171.3% | +1,654.5% | +1,425.0% |
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 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