+708.4%
P vs SIMO
+502.1%
+206.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.7% | -7.3% | -1.6% |
| 7D | +6.5% | +4.2% | +2.3% | +4.8% |
| 30D | +18.8% | +4.1% | +14.7% | +15.8% |
| 3M | +26.7% | -12.9% | +39.6% | +29.5% |
| 6M | +62.2% | +110.3% | -48.2% | +14.3% |
| YTD | +48.5% | +178.6% | -130.1% | -7.2% |
| 1Y | +26.4% | +220.0% | -193.6% | -25.8% |
| 3Y | +159.4% | +409.0% | -249.6% | +26.5% |
| 5Y | +275.8% | +277.3% | -1.5% | +89.9% |
| All | +708.4% | +502.1% | +206.3% | +197.7% |
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 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