+233.8%
LOW vs SIMO
+548.4%
-314.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.3% |
| 7D | -0.6% | +14.5% | -15.1% | -2.3% |
| 30D | -9.3% | +20.4% | -29.7% | -11.6% |
| 3M | -8.1% | +7.1% | -15.2% | -10.5% |
| 6M | -19.8% | +129.2% | -149.0% | -32.3% |
| YTD | -16.4% | +201.9% | -218.3% | -33.6% |
| 1Y | -24.7% | +235.5% | -260.2% | -41.8% |
| 3Y | -8.8% | +463.8% | -472.7% | -38.2% |
| 5Y | +7.8% | +306.7% | -298.9% | -25.1% |
| 10Y | +233.8% | +579.5% | -345.6% | +76.9% |
| All | +233.8% | +548.4% | -314.6% | +76.9% |
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 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