+41.9%
SHW vs SIMO
+221.6%
-179.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.4% | -0.2% |
| 7D | +1.9% | +4.1% | -2.2% | +1.9% |
| 30D | +8.1% | -24.0% | +32.0% | +8.2% |
| 3M | -2.8% | -31.8% | +29.0% | -2.6% |
| 6M | +15.0% | -36.9% | +51.9% | +14.8% |
| YTD | +9.0% | +84.8% | -75.8% | -2.3% |
| 1Y | +4.5% | +99.0% | -94.5% | -7.4% |
| 3Y | +41.9% | +217.9% | -176.1% | +8.6% |
| All | +41.9% | +221.6% | -179.8% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling