+197.5%
SHEL vs SIMO
+395.4%
-197.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.4% |
| 7D | -6.7% | -16.0% | +9.4% | -4.8% |
| 30D | -2.9% | -35.8% | +32.8% | +1.8% |
| 3M | +9.1% | -26.5% | +35.6% | +11.4% |
| 6M | +17.9% | -33.0% | +50.9% | +19.5% |
| YTD | +36.0% | +84.3% | -48.3% | +13.8% |
| 1Y | +31.8% | +82.0% | -50.2% | +10.4% |
| 3Y | +66.9% | +218.5% | -151.6% | +21.7% |
| 5Y | +160.6% | +175.0% | -14.5% | +86.1% |
| 10Y | +197.5% | +407.5% | -210.0% | +67.5% |
| All | +197.5% | +395.4% | -197.9% | +67.5% |
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