+415.4%
MAR vs SIMO
+515.6%
-100.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.2% | -8.5% | -3.3% |
| 7D | -1.7% | +14.6% | -16.3% | -4.0% |
| 30D | -6.9% | +6.2% | -13.1% | -8.3% |
| 3M | -15.8% | +3.6% | -19.4% | -18.3% |
| 6M | +1.9% | +130.8% | -128.8% | -18.0% |
| YTD | +6.6% | +195.8% | -189.2% | -20.0% |
| 1Y | +23.7% | +225.0% | -201.3% | -9.9% |
| 3Y | +64.6% | +452.3% | -387.7% | +3.0% |
| 5Y | +156.4% | +303.6% | -147.2% | +65.7% |
| 10Y | +415.4% | +528.8% | -113.4% | +175.6% |
| All | +415.4% | +515.6% | -100.3% | +175.6% |
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