+190.1%
SHEL vs SIMO
+297.1%
-107.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.2% | -3.6% | +2.2% |
| 7D | +1.9% | +14.6% | -12.7% | +1.0% |
| 30D | +8.7% | +6.2% | +2.4% | +8.0% |
| 3M | +11.0% | +3.6% | +7.4% | +9.7% |
| 6M | +14.6% | +130.8% | -116.2% | +4.7% |
| YTD | +33.3% | +195.8% | -162.5% | +18.6% |
| 1Y | +37.9% | +225.0% | -187.1% | +21.1% |
| 3Y | +69.7% | +452.3% | -382.6% | +38.5% |
| 5Y | +190.1% | +303.6% | -113.4% | +137.8% |
| All | +190.1% | +297.1% | -107.0% | +137.8% |
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 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