+167.5%
SIM vs SPY
+311.8%
-144.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.5% |
| 7D | -6.3% | -0.9% | -5.4% | -6.1% |
| 30D | -11.4% | -2.4% | -9.0% | -10.7% |
| 3M | -20.9% | -1.2% | -19.7% | -20.7% |
| 6M | -18.9% | +3.3% | -22.1% | -20.1% |
| YTD | -17.9% | +12.3% | -30.2% | -21.7% |
| 1Y | -16.7% | +12.4% | -29.2% | -20.7% |
| 3Y | -24.8% | +78.8% | -103.6% | -40.8% |
| 5Y | +1.5% | +75.2% | -73.7% | -20.2% |
| 10Y | +167.5% | +311.1% | -143.6% | +1.2% |
| All | +167.5% | +311.8% | -144.3% | +1.2% |
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