+417.5%
LIN vs SIMO
+379.7%
+37.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.3% | -1.6% |
| 7D | +0.2% | -22.0% | +22.2% | +2.4% |
| 30D | +6.5% | -43.0% | +49.5% | +12.1% |
| 3M | +5.5% | -39.1% | +44.6% | +9.5% |
| 6M | +3.3% | -33.3% | +36.6% | +4.3% |
| YTD | +22.0% | +77.0% | -54.9% | +4.4% |
| 1Y | +25.7% | +73.0% | -47.3% | +7.8% |
| 3Y | +36.2% | +215.7% | -179.5% | +1.9% |
| 5Y | +66.1% | +155.6% | -89.6% | +24.1% |
| All | +417.5% | +379.7% | +37.8% | +219.0% |
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