+261.5%
RF vs SIMO
+436.4%
-174.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.7% | -3.5% | +1.3% |
| 7D | -0.1% | -8.2% | +8.0% | +0.8% |
| 30D | +7.0% | -34.6% | +41.6% | +13.3% |
| 3M | -7.0% | -32.6% | +25.6% | -3.2% |
| 6M | +6.8% | -31.8% | +38.6% | +8.0% |
| YTD | +9.9% | +87.6% | -77.7% | -14.1% |
| 1Y | +21.1% | +86.7% | -65.5% | -5.4% |
| 3Y | +119.6% | +227.4% | -107.8% | +44.0% |
| 5Y | +46.2% | +173.0% | -126.8% | -4.6% |
| 10Y | +261.5% | +409.6% | -148.1% | +79.6% |
| All | +261.5% | +436.4% | -174.9% | +79.6% |
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