+207.5%
SIM vs SPY
+313.4%
-105.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.4% | -7.3% | -7.5% |
| 7D | -12.2% | +0.1% | -12.3% | -12.2% |
| 30D | -11.4% | +0.1% | -11.5% | -11.4% |
| 3M | -11.5% | +2.0% | -13.5% | -12.2% |
| 6M | -13.6% | +13.0% | -26.6% | -17.7% |
| YTD | -10.3% | +13.5% | -23.9% | -14.7% |
| 1Y | -4.9% | +20.0% | -24.8% | -11.6% |
| 3Y | -25.6% | +77.2% | -102.8% | -41.2% |
| 5Y | +10.4% | +81.9% | -71.5% | -14.9% |
| All | +207.5% | +313.4% | -105.9% | +39.1% |
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