-10.9%
LVS vs SIMO
+395.4%
-406.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.9% |
| 7D | +6.7% | -16.0% | +22.7% | +9.7% |
| 30D | +13.8% | -35.8% | +49.5% | +22.2% |
| 3M | -9.5% | -26.5% | +17.0% | -6.8% |
| 6M | -22.0% | -33.0% | +11.0% | -21.1% |
| YTD | -35.7% | +84.3% | -120.0% | -52.7% |
| 1Y | -36.7% | +82.0% | -118.7% | -53.4% |
| 3Y | -8.8% | +218.5% | -227.3% | -45.5% |
| 5Y | +9.5% | +175.0% | -165.5% | -34.8% |
| 10Y | -10.9% | +407.5% | -418.4% | -59.5% |
| All | -10.9% | +395.4% | -406.3% | -59.5% |
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