+66.9%
SHEL vs SIMO
+220.9%
-154.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.5% |
| 7D | -6.7% | -16.0% | +9.4% | -6.0% |
| 30D | -2.9% | -35.8% | +32.8% | -1.2% |
| 3M | +9.1% | -26.5% | +35.6% | +9.9% |
| 6M | +17.9% | -33.0% | +50.9% | +18.2% |
| YTD | +36.0% | +84.3% | -48.3% | +23.1% |
| 1Y | +31.8% | +82.0% | -50.2% | +19.3% |
| 3Y | +66.9% | +218.5% | -151.6% | +32.8% |
| All | +66.9% | +220.9% | -154.0% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling