+4,319.5%
ORLY vs SIMO
+3,332.4%
+987.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.7% | -8.1% | -0.2% |
| 7D | -0.7% | +4.2% | -4.9% | -1.1% |
| 30D | -5.9% | +4.1% | -10.0% | -6.6% |
| 3M | -0.6% | -12.9% | +12.3% | -0.8% |
| 6M | -6.8% | +110.3% | -117.1% | -16.3% |
| YTD | -3.6% | +178.6% | -182.2% | -16.5% |
| 1Y | -16.3% | +220.0% | -236.3% | -28.9% |
| 3Y | +39.1% | +409.0% | -369.9% | +10.2% |
| 5Y | +125.4% | +277.3% | -151.9% | +80.3% |
| 10Y | +366.5% | +506.6% | -140.1% | +238.9% |
| All | +4,319.5% | +3,332.4% | +987.2% | +2,044.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling