+78.2%
O vs SIMO
+436.4%
-358.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | +0.5% |
| 7D | +3.3% | -8.2% | +11.5% | +3.6% |
| 30D | +10.3% | -34.6% | +45.0% | +12.4% |
| 3M | -3.5% | -32.6% | +29.2% | -2.2% |
| 6M | -1.3% | -31.8% | +30.5% | -1.1% |
| YTD | +10.3% | +87.6% | -77.3% | -0.1% |
| 1Y | +10.4% | +86.7% | -76.3% | 0.0% |
| 3Y | +40.0% | +227.4% | -187.4% | +17.1% |
| 5Y | +12.4% | +173.0% | -160.6% | -6.7% |
| 10Y | +78.2% | +409.6% | -331.4% | +25.8% |
| All | +78.2% | +436.4% | -358.2% | +25.8% |
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