+434.6%
SIMO vs A
+308.8%
+125.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.5% | +9.2% | +8.9% |
| 7D | +0.9% | -0.1% | +1.1% | +1.2% |
| 30D | -25.4% | +3.3% | -28.7% | -25.9% |
| 3M | -17.8% | +18.5% | -36.3% | -22.6% |
| 6M | -29.6% | +59.3% | -88.9% | -41.7% |
| YTD | +100.3% | +31.0% | +69.3% | +79.0% |
| 1Y | +100.4% | +19.3% | +81.1% | +86.1% |
| 3Y | +246.1% | +66.8% | +179.3% | +173.6% |
| 5Y | +189.8% | +15.5% | +174.3% | +161.5% |
| 10Y | +434.6% | +312.3% | +122.3% | +166.3% |
| All | +434.6% | +308.8% | +125.8% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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