+9.6%
LOW vs SIMO
+170.7%
-161.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.7% | -2.3% | +3.2% |
| 7D | +6.4% | -8.2% | +14.6% | +6.5% |
| 30D | +25.6% | -34.6% | +60.2% | +26.9% |
| 3M | +4.6% | -32.6% | +37.2% | +5.3% |
| 6M | +2.5% | -31.8% | +34.4% | +2.2% |
| YTD | -1.6% | +87.6% | -89.3% | -11.8% |
| 1Y | +1.7% | +86.7% | -84.9% | -8.9% |
| 3Y | +29.4% | +227.4% | -198.0% | +6.0% |
| 5Y | +9.6% | +173.0% | -163.4% | -9.1% |
| All | +9.6% | +170.7% | -161.1% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling