+102.0%
PSA vs SIMO
+515.6%
-413.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.3% | -0.4% |
| 7D | -0.4% | +14.6% | -15.0% | -0.9% |
| 30D | -8.2% | +6.2% | -14.4% | -8.5% |
| 3M | -2.1% | +3.6% | -5.7% | -2.8% |
| 6M | -0.2% | +130.8% | -131.0% | -6.0% |
| YTD | +18.5% | +195.8% | -177.3% | +9.5% |
| 1Y | +6.6% | +225.0% | -218.4% | -2.3% |
| 3Y | +24.5% | +452.3% | -427.9% | +9.0% |
| 5Y | +13.6% | +303.6% | -290.0% | +0.4% |
| 10Y | +102.0% | +528.8% | -426.8% | +73.1% |
| All | +102.0% | +515.6% | -413.7% | +73.1% |
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