+209.8%
RF vs SIMO
+423.7%
-213.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.1% |
| 7D | +0.4% | +14.9% | -14.5% | -1.9% |
| 30D | +5.6% | -27.0% | +32.5% | +9.8% |
| 3M | -8.9% | -25.4% | +16.5% | -6.6% |
| 6M | +7.1% | -30.3% | +37.3% | +8.0% |
| YTD | +8.3% | +95.8% | -87.5% | -15.9% |
| 1Y | +16.8% | +100.0% | -83.2% | -10.0% |
| 3Y | +115.0% | +238.3% | -123.3% | +40.3% |
| 5Y | +46.4% | +187.6% | -141.2% | -5.3% |
| All | +209.8% | +423.7% | -213.9% | +52.6% |
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 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