+160.2%
SIM vs SPY
+312.9%
-152.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +1.4% | -2.7% | +4.1% | +2.4% |
| 30D | -9.4% | -5.4% | -4.0% | -7.6% |
| 3M | -13.4% | -4.1% | -9.3% | -12.1% |
| 6M | -13.4% | +0.7% | -14.1% | -13.8% |
| YTD | -12.3% | +8.7% | -21.0% | -15.3% |
| 1Y | -10.4% | +10.9% | -21.3% | -14.1% |
| 3Y | -23.5% | +75.0% | -98.5% | -39.2% |
| 5Y | -0.1% | +67.8% | -67.9% | -20.0% |
| All | +160.2% | +312.9% | -152.7% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling