+3,003.4%
SHOP vs SIMO
+515.6%
+2,487.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +6.2% | -13.7% | -9.2% |
| 7D | -4.1% | +14.6% | -18.7% | -7.8% |
| 30D | -11.5% | +6.2% | -17.7% | -14.0% |
| 3M | +21.1% | +3.6% | +17.5% | +13.1% |
| 6M | +3.0% | +130.8% | -127.8% | -32.0% |
| YTD | -16.7% | +195.8% | -212.5% | -51.7% |
| 1Y | -8.3% | +225.0% | -233.3% | -49.0% |
| 3Y | +112.8% | +452.3% | -339.5% | -4.7% |
| 5Y | -9.3% | +303.6% | -312.9% | -57.0% |
| 10Y | +3,003.4% | +528.8% | +2,474.7% | +984.5% |
| All | +3,003.4% | +515.6% | +2,487.8% | +984.5% |
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