+28.9%
JD vs SIMO
+436.4%
-407.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.7% | -8.2% | -3.6% |
| 7D | +7.9% | -8.2% | +16.1% | +9.1% |
| 30D | +4.8% | -34.6% | +39.4% | +12.5% |
| 3M | -13.9% | -32.6% | +18.7% | -9.7% |
| 6M | -5.8% | -31.8% | +26.0% | -4.9% |
| YTD | +2.4% | +87.6% | -85.2% | -25.7% |
| 1Y | -7.5% | +86.7% | -94.2% | -33.0% |
| 3Y | +20.9% | +227.4% | -206.6% | -29.7% |
| 5Y | -58.0% | +173.0% | -231.0% | -75.5% |
| 10Y | +28.9% | +409.6% | -380.7% | -46.7% |
| All | +28.9% | +436.4% | -407.5% | -46.7% |
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