+15.8%
LUV vs SIMO
+557.5%
-541.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.8% |
| 7D | -0.1% | +12.5% | -12.6% | -2.4% |
| 30D | -14.6% | +18.4% | -33.0% | -17.6% |
| 3M | -5.7% | +5.6% | -11.3% | -8.8% |
| 6M | -8.4% | +116.9% | -125.3% | -25.9% |
| YTD | -5.1% | +188.4% | -193.5% | -29.1% |
| 1Y | +26.6% | +221.3% | -194.7% | -8.4% |
| 3Y | +39.7% | +438.6% | -398.9% | -12.9% |
| 5Y | -12.0% | +287.9% | -299.9% | -43.1% |
| All | +15.8% | +557.5% | -541.7% | -40.7% |
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