+10.2%
SHW vs SIMO
+170.3%
-160.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.6% | +5.4% | 0.0% |
| 7D | +1.9% | +4.1% | -2.2% | +1.7% |
| 30D | +8.1% | -24.0% | +32.0% | +9.0% |
| 3M | -2.8% | -31.8% | +29.0% | -1.8% |
| 6M | +15.0% | -36.9% | +51.9% | +15.5% |
| YTD | +9.0% | +84.8% | -75.8% | -3.8% |
| 1Y | +4.5% | +99.0% | -94.5% | -8.8% |
| 3Y | +41.9% | +217.9% | -176.1% | +12.9% |
| All | +10.2% | +170.3% | -160.1% | -12.3% |
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