+345.0%
PSX vs SIMO
+269.6%
+75.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.5% | -0.6% |
| 7D | +4.5% | +4.2% | +0.3% | +4.1% |
| 30D | +26.6% | +4.1% | +22.5% | +25.7% |
| 3M | +39.3% | -12.9% | +52.1% | +39.3% |
| 6M | +56.8% | +110.3% | -53.5% | +38.8% |
| YTD | +101.8% | +178.6% | -76.8% | +70.5% |
| 1Y | +99.6% | +220.0% | -120.4% | +64.3% |
| 3Y | +140.3% | +409.0% | -268.7% | +81.8% |
| All | +345.0% | +269.6% | +75.4% | +246.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling