+272.5%
RF vs SIMO
+379.7%
-107.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.5% | -1.0% |
| 7D | -0.9% | -22.0% | +21.1% | +2.6% |
| 30D | +6.0% | -43.0% | +49.1% | +14.7% |
| 3M | -8.9% | -39.1% | +30.2% | -3.6% |
| 6M | +2.3% | -33.3% | +35.6% | +3.6% |
| YTD | +7.6% | +77.0% | -69.4% | -15.2% |
| 1Y | +21.2% | +73.0% | -51.8% | -4.1% |
| 3Y | +108.5% | +215.7% | -107.2% | +37.1% |
| 5Y | +43.2% | +155.6% | -112.4% | -5.5% |
| All | +272.5% | +379.7% | -107.2% | +85.7% |
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