+4,520.2%
GOOG vs SIMO
+3,332.4%
+1,187.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.7% | -9.7% | -2.4% |
| 7D | -2.1% | +4.2% | -6.4% | -2.9% |
| 30D | -6.8% | +4.1% | -10.9% | -8.0% |
| 3M | -9.1% | -12.9% | +3.8% | -9.1% |
| 6M | +10.7% | +110.3% | -99.6% | -6.4% |
| YTD | +7.1% | +178.6% | -171.5% | -14.3% |
| 1Y | +44.6% | +220.0% | -175.4% | +12.7% |
| 3Y | +147.4% | +409.0% | -261.6% | +75.3% |
| 5Y | +133.8% | +277.3% | -143.5% | +69.3% |
| 10Y | +777.5% | +506.6% | +270.9% | +462.7% |
| All | +4,520.2% | +3,332.4% | +1,187.8% | +1,612.0% |
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