+750.9%
GOOGL vs SIMO
+515.6%
+235.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.2% | -6.2% | -1.1% |
| 7D | +1.1% | +14.6% | -13.5% | -1.4% |
| 30D | -4.4% | +6.2% | -10.6% | -6.0% |
| 3M | -6.8% | +3.6% | -10.4% | -9.7% |
| 6M | +13.6% | +130.8% | -117.2% | -9.9% |
| YTD | +8.3% | +195.8% | -187.5% | -19.8% |
| 1Y | +44.9% | +225.0% | -180.1% | +4.6% |
| 3Y | +150.5% | +452.3% | -301.8% | +55.5% |
| 5Y | +137.7% | +303.6% | -165.9% | +52.3% |
| 10Y | +750.9% | +528.8% | +222.2% | +341.6% |
| All | +750.9% | +515.6% | +235.3% | +341.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling