+13.8%
SHW vs SIMO
+144.5%
-130.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -14.4% | +10.4% | -3.4% |
| 7D | +5.7% | -31.4% | +37.1% | +7.2% |
| 30D | +8.7% | -45.2% | +53.8% | +11.3% |
| 3M | -5.4% | -36.5% | +31.1% | -4.2% |
| 6M | +12.2% | -34.2% | +46.4% | +11.9% |
| YTD | +8.5% | +69.9% | -61.4% | -3.9% |
| 1Y | +4.9% | +60.4% | -55.5% | -6.4% |
| 3Y | +42.8% | +203.1% | -160.3% | +13.7% |
| All | +13.8% | +144.5% | -130.7% | -8.7% |
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