+30.5%
JD vs SIMO
+379.7%
-349.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.5% | +0.8% |
| 7D | +13.4% | -22.0% | +35.4% | +18.2% |
| 30D | +7.7% | -43.0% | +50.7% | +18.9% |
| 3M | -11.3% | -39.1% | +27.9% | -5.0% |
| 6M | -5.1% | -33.3% | +28.1% | -4.0% |
| YTD | +5.0% | +77.0% | -71.9% | -22.8% |
| 1Y | -5.6% | +73.0% | -78.7% | -30.4% |
| 3Y | +17.8% | +215.7% | -198.0% | -31.1% |
| 5Y | -57.2% | +155.6% | -212.8% | -74.7% |
| All | +30.5% | +379.7% | -349.2% | -45.7% |
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