+2,080.1%
LLY vs SIMO
+394.4%
+1,685.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.6% | +6.9% | +1.5% |
| 7D | +6.7% | +4.1% | +2.6% | +6.5% |
| 30D | +19.6% | -24.0% | +43.5% | +20.8% |
| 3M | +19.7% | -31.8% | +51.5% | +21.1% |
| 6M | +42.7% | -36.9% | +79.6% | +43.6% |
| YTD | +35.1% | +84.8% | -49.7% | +21.8% |
| 1Y | +42.2% | +99.0% | -56.8% | +27.2% |
| 3Y | +140.8% | +217.9% | -77.2% | +103.5% |
| 5Y | +480.6% | +171.5% | +309.1% | +388.2% |
| All | +2,080.1% | +394.4% | +1,685.7% | +1,539.2% |
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