+132.7%
PSA vs SIMO
+436.4%
-303.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.5% | 0.0% |
| 7D | +1.5% | -8.2% | +9.6% | +1.6% |
| 30D | +16.7% | -34.6% | +51.3% | +18.0% |
| 3M | +4.0% | -32.6% | +36.7% | +4.8% |
| 6M | +10.9% | -31.8% | +42.7% | +10.9% |
| YTD | +34.2% | +87.6% | -53.4% | +25.0% |
| 1Y | +26.6% | +86.7% | -60.0% | +17.9% |
| 3Y | +54.7% | +227.4% | -172.7% | +36.8% |
| 5Y | +30.0% | +173.0% | -143.0% | +15.1% |
| 10Y | +132.7% | +409.6% | -277.0% | +95.5% |
| All | +132.7% | +436.4% | -303.7% | +95.5% |
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