+355.0%
SE vs SIMO
+338.9%
+16.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +8.7% | -12.3% | -5.6% |
| 7D | -7.7% | +0.9% | -8.7% | -8.2% |
| 30D | -22.8% | -25.4% | +2.6% | -18.6% |
| 3M | -43.7% | -17.8% | -26.0% | -43.2% |
| 6M | -12.8% | -29.6% | +16.7% | -12.6% |
| YTD | -42.0% | +100.3% | -142.3% | -61.2% |
| 1Y | -48.0% | +100.4% | -148.4% | -65.3% |
| 3Y | +62.7% | +246.1% | -183.4% | -15.3% |
| 5Y | -77.8% | +189.8% | -267.6% | -88.3% |
| All | +355.0% | +338.9% | +16.1% | +86.5% |
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