+12.2%
LUV vs SIMO
+394.4%
-382.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | +0.3% |
| 7D | +1.1% | +4.1% | -3.0% | +0.3% |
| 30D | +14.2% | -24.0% | +38.2% | +18.3% |
| 3M | +0.6% | -31.8% | +32.4% | +5.2% |
| 6M | +15.1% | -36.9% | +52.0% | +18.9% |
| YTD | +10.2% | +84.8% | -74.6% | -13.5% |
| 1Y | +38.4% | +99.0% | -60.5% | +6.6% |
| 3Y | +107.5% | +217.9% | -110.5% | +37.7% |
| 5Y | +1.1% | +171.5% | -170.4% | -33.1% |
| All | +12.2% | +394.4% | -382.2% | -39.6% |
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