+15.3%
SHW vs SIMO
+269.6%
-254.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.7% | -8.3% | -0.1% |
| 7D | -3.2% | +4.2% | -7.5% | -3.5% |
| 30D | -9.5% | +4.1% | -13.6% | -9.9% |
| 3M | +11.5% | -12.9% | +24.3% | +11.5% |
| 6M | -3.5% | +110.3% | -113.9% | -12.4% |
| YTD | +3.7% | +178.6% | -174.9% | -9.7% |
| 1Y | -7.9% | +220.0% | -227.9% | -21.8% |
| 3Y | +24.7% | +409.0% | -384.3% | -2.9% |
| All | +15.3% | +269.6% | -254.3% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling