+302.5%
PSX vs SIMO
+170.3%
+132.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.6% | +6.4% | +1.3% |
| 7D | +7.8% | +4.1% | +3.7% | +7.4% |
| 30D | -10.9% | -24.0% | +13.1% | -9.1% |
| 3M | +14.5% | -31.8% | +46.3% | +17.1% |
| 6M | +56.1% | -36.9% | +93.0% | +58.4% |
| YTD | +109.6% | +84.8% | +24.8% | +81.7% |
| 1Y | +95.5% | +99.0% | -3.5% | +67.5% |
| 3Y | +156.2% | +217.9% | -61.7% | +99.9% |
| All | +302.5% | +170.3% | +132.2% | +199.9% |
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