+692.8%
GOOGL vs SIMO
+394.4%
+298.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.6% | +4.6% | -0.1% |
| 7D | +3.9% | +4.1% | -0.3% | +3.1% |
| 30D | -14.9% | -24.0% | +9.1% | -11.9% |
| 3M | -14.6% | -31.8% | +17.2% | -11.0% |
| 6M | -26.4% | -36.9% | +10.4% | -24.4% |
| YTD | -5.3% | +84.8% | -90.1% | -25.9% |
| 1Y | +6.5% | +99.0% | -92.5% | -18.2% |
| 3Y | +126.0% | +217.9% | -91.9% | +50.6% |
| 5Y | +100.8% | +171.5% | -70.6% | +33.1% |
| All | +692.8% | +394.4% | +298.4% | +312.9% |
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