-9.5%
LVS vs SIMO
+394.4%
-403.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.6% | +8.3% | +3.7% |
| 7D | -0.8% | +4.1% | -4.9% | -1.8% |
| 30D | +10.0% | -24.0% | +34.0% | +14.2% |
| 3M | -11.0% | -31.8% | +20.7% | -7.0% |
| 6M | -20.1% | -36.9% | +16.7% | -18.1% |
| YTD | -36.3% | +84.8% | -121.2% | -53.3% |
| 1Y | -36.8% | +99.0% | -135.8% | -54.8% |
| 3Y | -9.5% | +217.9% | -227.5% | -46.0% |
| 5Y | +9.3% | +171.5% | -162.2% | -34.8% |
| All | -9.5% | +394.4% | -403.9% | -58.5% |
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