+1,610.3%
LLY vs SIMO
+514.4%
+1,095.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.6% | -1.4% |
| 7D | -2.1% | +4.2% | -6.4% | -2.4% |
| 30D | -1.6% | +4.1% | -5.7% | -2.1% |
| 3M | +2.3% | -12.9% | +15.2% | +2.2% |
| 6M | +14.9% | +110.3% | -95.5% | +5.0% |
| YTD | +7.5% | +178.6% | -171.1% | -4.7% |
| 1Y | +55.7% | +220.0% | -164.3% | +35.9% |
| 3Y | +110.6% | +409.0% | -298.4% | +74.2% |
| 5Y | +363.4% | +277.3% | +86.1% | +286.1% |
| All | +1,610.3% | +514.4% | +1,095.8% | +1,211.1% |
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