+20.2%
SGOV vs SIMO
+612.0%
-591.8%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | 0.0% |
| 7D | +0.1% | +14.5% | -14.4% | +0.1% |
| 30D | +0.3% | +20.4% | -20.1% | +0.3% |
| 3M | +0.9% | +7.1% | -6.2% | +0.9% |
| 6M | +1.8% | +129.2% | -127.4% | +1.9% |
| YTD | +2.5% | +201.9% | -199.4% | +2.5% |
| 1Y | +3.8% | +235.5% | -231.7% | +3.8% |
| 3Y | +14.4% | +463.8% | -449.5% | +14.4% |
| 5Y | +20.2% | +306.7% | -286.5% | +20.2% |
| All | +20.2% | +612.0% | -591.8% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling