+2,804.9%
SHW vs SIMO
+2,080.4%
+724.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -1.9% |
| 7D | +3.5% | -22.0% | +25.4% | +5.9% |
| 30D | +9.2% | -43.0% | +52.3% | +15.1% |
| 3M | -5.1% | -39.1% | +34.0% | -1.4% |
| 6M | +6.8% | -33.3% | +40.1% | +7.9% |
| YTD | +7.0% | +77.0% | -70.0% | -6.5% |
| 1Y | +4.1% | +73.0% | -68.9% | -8.8% |
| 3Y | +41.1% | +215.7% | -174.6% | +11.9% |
| 5Y | +12.9% | +155.6% | -142.8% | -10.2% |
| 10Y | +366.3% | +388.4% | -22.0% | +229.5% |
| All | +2,804.9% | +2,080.4% | +724.4% | +1,350.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling