+179.9%
SIMO vs AGI
+301.3%
-121.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +5.4% |
| 7D | -8.2% | +17.4% | -25.6% | -9.9% |
| 30D | -34.6% | -0.9% | -33.7% | -34.5% |
| 3M | -32.6% | -1.6% | -31.0% | -32.6% |
| 6M | -31.8% | -24.7% | -7.1% | -29.9% |
| YTD | +87.6% | -15.3% | +102.9% | +88.0% |
| 1Y | +86.7% | +5.5% | +81.2% | +81.9% |
| 3Y | +227.4% | +154.5% | +72.9% | +184.8% |
| All | +179.9% | +301.3% | -121.4% | +186.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling