+63.3%
LIN vs SIMO
+154.7%
-91.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.3% | -1.3% |
| 7D | +0.2% | -22.0% | +22.2% | +1.2% |
| 30D | +6.5% | -43.0% | +49.5% | +9.0% |
| 3M | +5.5% | -39.1% | +44.6% | +7.3% |
| 6M | +3.3% | -33.3% | +36.6% | +3.6% |
| YTD | +22.0% | +77.0% | -54.9% | +11.2% |
| 1Y | +25.7% | +73.0% | -47.3% | +14.7% |
| 3Y | +36.2% | +215.7% | -179.5% | +13.0% |
| All | +63.3% | +154.7% | -91.3% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling