+3,608.8%
SHOP vs SIMO
+379.7%
+3,229.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.2% | -0.6% | +2.6% |
| 7D | -5.4% | -22.0% | +16.5% | -0.3% |
| 30D | -10.3% | -43.0% | +32.7% | +1.5% |
| 3M | +1.0% | -39.1% | +40.1% | +10.0% |
| 6M | +41.2% | -33.3% | +74.5% | +40.2% |
| YTD | -7.5% | +77.0% | -84.5% | -41.0% |
| 1Y | -4.6% | +73.0% | -77.6% | -38.6% |
| 3Y | +146.4% | +215.7% | -69.3% | +22.7% |
| 5Y | -2.5% | +155.6% | -158.2% | -50.3% |
| All | +3,608.8% | +379.7% | +3,229.2% | +1,211.2% |
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