+579.5%
SIMO vs AGI
+398.0%
+181.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +2.0% |
| 7D | +14.5% | +2.2% | +12.3% | +14.3% |
| 30D | +20.4% | +11.3% | +9.2% | +19.6% |
| 3M | +7.1% | +5.6% | +1.5% | +6.4% |
| 6M | +129.2% | -27.7% | +156.9% | +132.8% |
| YTD | +201.9% | -4.1% | +206.0% | +200.5% |
| 1Y | +235.5% | +13.8% | +221.7% | +230.2% |
| 3Y | +463.8% | +217.0% | +246.8% | +424.9% |
| 5Y | +306.7% | +404.3% | -97.6% | +271.6% |
| 10Y | +579.5% | +400.5% | +178.9% | +524.9% |
| All | +579.5% | +398.0% | +181.5% | +524.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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