+686.6%
P vs SIMO
+379.7%
+306.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.6% | +2.0% |
| 7D | -23.8% | -22.0% | -1.8% | -16.3% |
| 30D | -36.6% | -43.0% | +6.4% | -22.5% |
| 3M | +10.9% | -39.1% | +50.0% | +30.0% |
| 6M | +30.0% | -33.3% | +63.3% | +44.6% |
| YTD | +44.4% | +77.0% | -32.6% | +4.3% |
| 1Y | +3.9% | +73.0% | -69.1% | -24.4% |
| 3Y | +176.6% | +215.7% | -39.1% | +56.2% |
| 5Y | +249.3% | +155.6% | +93.6% | +97.3% |
| All | +686.6% | +379.7% | +306.9% | +204.7% |
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