+1,067.6%
PSX vs SIMO
+1,158.2%
-90.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -1.1% |
| 7D | -13.1% | -22.0% | +8.9% | -10.1% |
| 30D | -9.5% | -43.0% | +33.5% | -2.6% |
| 3M | +20.2% | -39.1% | +59.3% | +26.8% |
| 6M | +44.9% | -33.3% | +78.2% | +47.3% |
| YTD | +94.4% | +77.0% | +17.4% | +62.0% |
| 1Y | +83.1% | +73.0% | +10.1% | +53.0% |
| 3Y | +132.2% | +215.7% | -83.6% | +69.2% |
| 5Y | +278.8% | +155.6% | +123.2% | +175.3% |
| 10Y | +354.2% | +388.4% | -34.2% | +174.7% |
| All | +1,067.6% | +1,158.2% | -90.6% | +499.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling