+6.5%
LVS vs SIMO
+155.4%
-148.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.6% | -1.0% |
| 7D | +11.1% | -22.0% | +33.1% | +14.2% |
| 30D | +14.7% | -43.0% | +57.7% | +22.6% |
| 3M | -10.9% | -39.1% | +28.2% | -6.6% |
| 6M | -22.3% | -33.3% | +10.9% | -22.0% |
| YTD | -35.8% | +77.0% | -112.8% | -50.6% |
| 1Y | -33.5% | +73.0% | -106.5% | -48.6% |
| 3Y | -11.7% | +215.7% | -227.4% | -45.0% |
| All | +6.5% | +155.4% | -148.9% | -33.3% |
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