+1,588.2%
PLTR vs SIMO
+379.1%
+1,209.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.7% | +2.5% |
| 7D | -12.9% | -22.0% | +9.1% | -7.9% |
| 30D | -17.4% | -43.0% | +25.7% | -6.7% |
| 3M | +2.9% | -39.1% | +42.0% | +12.1% |
| 6M | +19.9% | -33.3% | +53.2% | +21.4% |
| YTD | -9.8% | +77.0% | -86.7% | -40.2% |
| 1Y | -8.4% | +73.0% | -81.4% | -38.7% |
| 3Y | +765.0% | +215.7% | +549.3% | +337.2% |
| 5Y | +516.8% | +155.6% | +361.2% | +221.0% |
| All | +1,588.2% | +379.1% | +1,209.1% | +507.2% |
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