+37.0%
ORLY vs SIMO
+469.0%
-432.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.3% |
| 7D | -1.0% | +14.5% | -15.5% | -0.6% |
| 30D | -6.7% | +20.4% | -27.1% | -6.1% |
| 3M | -3.8% | +7.1% | -10.9% | -3.4% |
| 6M | -9.0% | +129.2% | -138.3% | -9.3% |
| YTD | -5.6% | +201.9% | -207.6% | -6.2% |
| 1Y | -19.5% | +235.5% | -255.0% | -20.3% |
| All | +37.0% | +469.0% | -432.0% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling