+160.6%
SHEL vs SIMO
+171.3%
-10.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.5% |
| 7D | -6.7% | -16.0% | +9.4% | -5.8% |
| 30D | -2.9% | -35.8% | +32.8% | -0.8% |
| 3M | +9.1% | -26.5% | +35.6% | +10.1% |
| 6M | +17.9% | -33.0% | +50.9% | +18.5% |
| YTD | +36.0% | +84.3% | -48.3% | +23.8% |
| 1Y | +31.8% | +82.0% | -50.2% | +20.0% |
| 3Y | +66.9% | +218.5% | -151.6% | +40.3% |
| 5Y | +160.6% | +175.0% | -14.5% | +118.4% |
| All | +160.6% | +171.3% | -10.7% | +118.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling