+356.5%
SHW vs SIMO
+436.4%
-79.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.7% | -1.7% | +3.5% |
| 7D | +1.6% | -8.2% | +9.7% | +2.2% |
| 30D | +12.1% | -34.6% | +46.7% | +16.2% |
| 3M | -3.0% | -32.6% | +29.7% | -0.5% |
| 6M | +13.5% | -31.8% | +45.3% | +14.0% |
| YTD | +11.2% | +87.6% | -76.4% | -6.9% |
| 1Y | +6.2% | +86.7% | -80.4% | -11.2% |
| 3Y | +45.6% | +227.4% | -181.8% | +6.7% |
| 5Y | +15.6% | +173.0% | -157.4% | -16.0% |
| 10Y | +356.5% | +409.6% | -53.2% | +167.6% |
| All | +356.5% | +436.4% | -79.9% | +167.6% |
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