+328.5%
SHEL vs SIMO
+2,368.1%
-2,039.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.7% | -8.1% | -0.5% |
| 7D | -3.9% | +0.9% | -4.9% | -4.3% |
| 30D | -3.7% | -25.4% | +21.7% | -0.7% |
| 3M | +9.1% | -17.8% | +26.8% | +10.0% |
| 6M | +16.7% | -29.6% | +46.3% | +17.9% |
| YTD | +36.8% | +100.3% | -63.5% | +16.1% |
| 1Y | +31.8% | +100.4% | -68.6% | +11.7% |
| 3Y | +67.9% | +246.1% | -178.2% | +28.0% |
| 5Y | +163.3% | +189.8% | -26.5% | +99.8% |
| 10Y | +210.7% | +434.6% | -223.9% | +106.4% |
| All | +328.5% | +2,368.1% | -2,039.6% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling