+16.5%
JD vs SIMO
+605.2%
-588.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.2% | -7.1% | -1.4% |
| 7D | -4.2% | +11.0% | -15.3% | -6.5% |
| 30D | -14.4% | +17.9% | -32.3% | -18.0% |
| 3M | -3.6% | +3.9% | -7.5% | -7.6% |
| 6M | -0.3% | +131.0% | -131.3% | -25.2% |
| YTD | -2.4% | +209.3% | -211.7% | -34.0% |
| 1Y | -18.5% | +223.8% | -242.3% | -46.0% |
| 3Y | -7.0% | +479.2% | -486.3% | -50.4% |
| 5Y | -61.7% | +316.0% | -377.7% | -78.5% |
| All | +16.5% | +605.2% | -588.6% | -51.9% |
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