+4,327.1%
LLY vs SIMO
+2,080.4%
+2,246.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -4.9% | -1.1% |
| 7D | -4.5% | -22.0% | +17.5% | -2.8% |
| 30D | +13.9% | -43.0% | +57.0% | +18.3% |
| 3M | +13.8% | -39.1% | +52.9% | +16.8% |
| 6M | +37.6% | -33.3% | +70.9% | +38.5% |
| YTD | +26.6% | +77.0% | -50.4% | +15.1% |
| 1Y | +45.3% | +73.0% | -27.7% | +32.3% |
| 3Y | +132.2% | +215.7% | -83.5% | +97.7% |
| 5Y | +434.7% | +155.6% | +279.0% | +354.6% |
| 10Y | +2,084.3% | +388.4% | +1,695.9% | +1,591.5% |
| All | +4,327.1% | +2,080.4% | +2,246.6% | +2,366.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling