+46.3%
LYB vs SIMO
+605.2%
-558.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.2% | -8.2% | -2.0% |
| 7D | +0.3% | +11.0% | -10.8% | -1.3% |
| 30D | +2.5% | +17.9% | -15.4% | -0.4% |
| 3M | +1.4% | +3.9% | -2.5% | -1.3% |
| 6M | -3.5% | +131.0% | -134.5% | -20.7% |
| YTD | +52.0% | +209.3% | -157.3% | +16.3% |
| 1Y | +22.1% | +223.8% | -201.7% | -8.0% |
| 3Y | -22.8% | +479.2% | -502.0% | -50.2% |
| 5Y | -3.4% | +316.0% | -319.4% | -36.4% |
| All | +46.3% | +605.2% | -558.9% | -23.7% |
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