+3,851.7%
GOOGL vs SIMO
+2,211.6%
+1,640.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.7% | -4.5% | +0.3% |
| 7D | +3.3% | -8.2% | +11.5% | +4.3% |
| 30D | -18.1% | -34.6% | +16.6% | -13.4% |
| 3M | -18.6% | -32.6% | +14.0% | -15.4% |
| 6M | -28.0% | -31.8% | +3.8% | -26.9% |
| YTD | -7.8% | +87.6% | -95.4% | -22.9% |
| 1Y | +3.6% | +86.7% | -83.1% | -13.3% |
| 3Y | +123.4% | +227.4% | -104.1% | +66.6% |
| 5Y | +95.3% | +173.0% | -77.7% | +46.2% |
| 10Y | +622.2% | +409.6% | +212.6% | +370.5% |
| All | +3,851.7% | +2,211.6% | +1,640.1% | +1,431.1% |
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