+2,043.2%
LLY vs SIMO
+379.7%
+1,663.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -4.9% | -1.0% |
| 7D | -4.5% | -22.0% | +17.5% | -3.4% |
| 30D | +13.9% | -43.0% | +57.0% | +16.9% |
| 3M | +13.8% | -39.1% | +52.9% | +15.8% |
| 6M | +37.6% | -33.3% | +70.9% | +37.6% |
| YTD | +26.6% | +77.0% | -50.4% | +14.4% |
| 1Y | +45.3% | +73.0% | -27.7% | +31.5% |
| 3Y | +132.2% | +215.7% | -83.5% | +96.2% |
| 5Y | +434.7% | +155.6% | +279.0% | +351.5% |
| All | +2,043.2% | +379.7% | +1,663.5% | +1,510.8% |
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