+303.6%
SIMO vs AGI
+390.0%
-86.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.4% | +7.6% | +6.3% |
| 7D | +14.6% | +4.4% | +10.2% | +14.0% |
| 30D | +6.2% | +10.0% | -3.7% | +5.0% |
| 3M | +3.6% | +1.7% | +1.8% | +2.8% |
| 6M | +130.8% | -26.8% | +157.6% | +137.4% |
| YTD | +195.8% | -5.3% | +201.1% | +192.7% |
| 1Y | +225.0% | +11.5% | +213.5% | +214.5% |
| 3Y | +452.3% | +212.9% | +239.4% | +372.5% |
| 5Y | +303.6% | +388.8% | -85.2% | +244.7% |
| All | +303.6% | +390.0% | -86.4% | +244.7% |
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