+2,335.3%
SIMO vs AGI
+870.2%
+1,465.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -1.9% |
| 7D | +14.9% | -7.5% | +22.4% | +15.6% |
| 30D | -27.0% | -9.9% | -17.1% | -26.4% |
| 3M | -25.4% | -14.2% | -11.2% | -24.6% |
| 6M | -30.3% | -35.2% | +4.9% | -28.0% |
| YTD | +95.8% | -25.2% | +121.0% | +98.4% |
| 1Y | +100.0% | -14.3% | +114.4% | +100.2% |
| 3Y | +238.3% | +127.7% | +110.6% | +208.0% |
| 5Y | +187.6% | +243.4% | -55.9% | +150.1% |
| 10Y | +422.5% | +384.1% | +38.4% | +316.2% |
| All | +2,335.3% | +870.2% | +1,465.0% | +1,308.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling