+336.0%
IR vs SIMO
+317.8%
+18.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | +0.6% |
| 7D | +2.5% | +4.1% | -1.6% | +1.8% |
| 30D | +9.2% | -24.0% | +33.1% | +13.2% |
| 3M | +0.9% | -31.8% | +32.7% | +5.4% |
| 6M | +19.2% | -36.9% | +56.1% | +23.2% |
| YTD | +7.5% | +84.8% | -77.3% | -14.6% |
| 1Y | +11.7% | +99.0% | -87.3% | -12.9% |
| 3Y | +23.9% | +217.9% | -194.0% | -15.9% |
| 5Y | +46.4% | +171.5% | -125.1% | -1.6% |
| All | +336.0% | +317.8% | +18.1% | +134.1% |
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 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