+5.5%
SHW vs SIMO
+80.9%
-75.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.7% | -1.7% | +4.3% |
| 7D | +1.6% | -8.2% | +9.7% | +1.2% |
| 30D | +12.1% | -34.6% | +46.7% | +10.5% |
| 3M | -3.0% | -32.6% | +29.7% | -4.0% |
| 6M | +13.5% | -31.8% | +45.3% | +12.2% |
| YTD | +11.2% | +87.6% | -76.4% | +6.7% |
| All | +5.5% | +80.9% | -75.4% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling