+207.3%
SHEL vs SIMO
+548.4%
-341.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | 0.0% |
| 7D | +3.0% | +14.5% | -11.5% | +1.1% |
| 30D | +7.2% | +20.4% | -13.2% | +4.2% |
| 3M | +12.9% | +7.1% | +5.8% | +9.7% |
| 6M | +13.7% | +129.2% | -115.6% | -4.3% |
| YTD | +33.7% | +201.9% | -168.3% | +6.4% |
| 1Y | +37.9% | +235.5% | -197.6% | +6.9% |
| 3Y | +70.2% | +463.8% | -393.6% | +16.2% |
| 5Y | +192.3% | +306.7% | -114.4% | +103.7% |
| 10Y | +207.3% | +579.5% | -372.1% | +72.1% |
| All | +207.3% | +548.4% | -341.1% | +72.1% |
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