+32.5%
JD vs SIMO
+395.4%
-362.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.1% |
| 7D | +5.2% | -16.0% | +21.2% | +8.3% |
| 30D | +4.5% | -35.8% | +40.3% | +12.6% |
| 3M | -15.4% | -26.5% | +11.1% | -12.9% |
| 6M | -6.0% | -33.0% | +27.0% | -4.8% |
| YTD | +2.2% | +84.3% | -82.2% | -25.6% |
| 1Y | -6.7% | +82.0% | -88.6% | -31.9% |
| 3Y | +20.5% | +218.5% | -198.0% | -29.4% |
| 5Y | -58.4% | +175.0% | -233.5% | -75.9% |
| 10Y | +32.5% | +407.5% | -375.0% | -45.3% |
| All | +32.5% | +395.4% | -362.9% | -45.3% |
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