+130.4%
PSA vs SIMO
+423.7%
-293.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.6% |
| 7D | -2.1% | +14.9% | -17.0% | -2.5% |
| 30D | +15.6% | -27.0% | +42.6% | +16.5% |
| 3M | +4.1% | -25.4% | +29.4% | +4.5% |
| 6M | +9.2% | -30.3% | +39.4% | +9.2% |
| YTD | +32.3% | +95.8% | -63.5% | +23.1% |
| 1Y | +26.2% | +100.0% | -73.9% | +17.1% |
| 3Y | +53.7% | +238.3% | -184.6% | +35.8% |
| 5Y | +26.6% | +187.6% | -161.0% | +11.8% |
| All | +130.4% | +423.7% | -293.3% | +93.4% |
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