+409.6%
SIMO vs A
+328.7%
+80.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.6% | +4.5% |
| 7D | -8.2% | +4.8% | -12.9% | -9.6% |
| 30D | -34.6% | +5.6% | -40.3% | -35.7% |
| 3M | -32.6% | +23.6% | -56.2% | -37.6% |
| 6M | -31.8% | +56.4% | -88.2% | -43.2% |
| YTD | +87.6% | +33.4% | +54.2% | +66.5% |
| 1Y | +86.7% | +23.7% | +63.0% | +70.9% |
| 3Y | +227.4% | +71.0% | +156.4% | +156.6% |
| 5Y | +173.0% | +16.8% | +156.2% | +145.5% |
| 10Y | +409.6% | +323.8% | +85.8% | +161.3% |
| All | +409.6% | +328.7% | +80.9% | +161.3% |
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