+62.1%
PR vs SIMO
+360.6%
-298.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -14.4% | +9.5% | -2.1% |
| 7D | -16.5% | -31.4% | +14.8% | -10.6% |
| 30D | -4.5% | -45.2% | +40.6% | +6.1% |
| 3M | +8.5% | -36.5% | +45.1% | +15.2% |
| 6M | -3.3% | -34.2% | +30.9% | -1.3% |
| YTD | +55.7% | +69.9% | -14.2% | +20.0% |
| 1Y | +82.0% | +60.4% | +21.6% | +42.1% |
| 3Y | +62.5% | +203.1% | -140.7% | +1.4% |
| 5Y | +223.9% | +145.4% | +78.5% | +102.8% |
| All | +62.1% | +360.6% | -298.5% | -19.8% |
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