+8.4%
LOW vs SIMO
+297.1%
-288.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.2% | -8.0% | -2.0% |
| 7D | +0.4% | +14.6% | -14.2% | -0.2% |
| 30D | -10.1% | +6.2% | -16.3% | -10.4% |
| 3M | -2.9% | +3.6% | -6.4% | -3.7% |
| 6M | -19.4% | +130.8% | -150.2% | -26.0% |
| YTD | -15.4% | +195.8% | -211.2% | -25.0% |
| 1Y | -24.9% | +225.0% | -249.9% | -34.5% |
| 3Y | -7.8% | +452.3% | -460.1% | -25.9% |
| 5Y | +8.4% | +303.6% | -295.2% | -11.0% |
| All | +8.4% | +297.1% | -288.7% | -11.0% |
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