+49.6%
O vs SIMO
+514.4%
-464.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.7% | -9.5% | -1.3% |
| 7D | -0.7% | +4.2% | -5.0% | -1.0% |
| 30D | -1.9% | +4.1% | -6.0% | -2.3% |
| 3M | +3.8% | -12.9% | +16.7% | +3.8% |
| 6M | -4.7% | +110.3% | -115.1% | -12.2% |
| YTD | +12.5% | +178.6% | -166.1% | +0.5% |
| 1Y | +10.8% | +220.0% | -209.2% | -2.6% |
| 3Y | +28.8% | +409.0% | -380.3% | +5.7% |
| 5Y | +13.2% | +277.3% | -264.1% | -6.1% |
| All | +49.6% | +514.4% | -464.8% | +10.8% |
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