+277.8%
PSX vs SIMO
+154.7%
+123.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -0.9% |
| 7D | -13.1% | -22.0% | +8.9% | -11.3% |
| 30D | -9.5% | -43.0% | +33.5% | -5.5% |
| 3M | +20.2% | -39.1% | +59.3% | +24.2% |
| 6M | +44.9% | -33.3% | +78.2% | +45.9% |
| YTD | +94.4% | +77.0% | +17.4% | +69.2% |
| 1Y | +83.1% | +73.0% | +10.1% | +59.7% |
| 3Y | +132.2% | +215.7% | -83.6% | +81.1% |
| All | +277.8% | +154.7% | +123.1% | +184.6% |
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