-14.4%
LUV vs SIMO
+312.7%
-327.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.3% |
| 7D | +0.7% | +14.5% | -13.9% | -1.6% |
| 30D | -13.4% | +20.4% | -33.9% | -16.3% |
| 3M | -9.6% | +7.1% | -16.7% | -12.3% |
| 6M | -8.9% | +129.2% | -138.1% | -25.7% |
| YTD | -5.2% | +201.9% | -207.1% | -28.6% |
| 1Y | +27.0% | +235.5% | -208.5% | -7.5% |
| 3Y | +39.6% | +463.8% | -424.2% | -13.4% |
| 5Y | -14.4% | +306.7% | -321.1% | -44.1% |
| All | -14.4% | +312.7% | -327.2% | -44.1% |
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