+379.5%
SE vs SIMO
+311.1%
+68.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.7% | -2.7% | +1.6% |
| 7D | +3.3% | -8.2% | +11.5% | +4.9% |
| 30D | -18.2% | -34.6% | +16.5% | -10.9% |
| 3M | -31.3% | -32.6% | +1.4% | -27.3% |
| 6M | -10.1% | -31.8% | +21.7% | -9.3% |
| YTD | -38.9% | +87.6% | -126.5% | -58.4% |
| 1Y | -48.0% | +86.7% | -134.7% | -64.6% |
| 3Y | +78.8% | +227.4% | -148.6% | -5.7% |
| 5Y | -77.1% | +173.0% | -250.1% | -87.7% |
| All | +379.5% | +311.1% | +68.4% | +99.8% |
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