+107.3%
PR vs SIMO
+502.1%
-394.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.7% | -10.3% | -3.3% |
| 7D | +2.9% | +4.2% | -1.3% | +1.9% |
| 30D | +18.0% | +4.1% | +14.0% | +16.0% |
| 3M | +16.9% | -12.9% | +29.7% | +16.8% |
| 6M | +28.2% | +110.3% | -82.1% | +0.9% |
| YTD | +69.3% | +178.6% | -109.2% | +21.9% |
| 1Y | +69.5% | +220.0% | -150.5% | +15.9% |
| 3Y | +81.7% | +409.0% | -327.3% | +5.8% |
| 5Y | +422.2% | +277.3% | +144.9% | +213.2% |
| All | +107.3% | +502.1% | -394.8% | -0.8% |
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