+3,365.1%
SIMO vs AGI
+1,146.3%
+2,218.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.9% | +10.6% | +8.9% |
| 7D | +4.2% | +0.6% | +3.6% | +4.1% |
| 30D | +4.1% | +18.2% | -14.1% | +2.4% |
| 3M | -12.9% | -4.1% | -8.7% | -12.9% |
| 6M | +110.3% | -28.7% | +139.1% | +115.2% |
| YTD | +178.6% | -4.0% | +182.6% | +176.7% |
| 1Y | +220.0% | +17.4% | +202.6% | +211.7% |
| 3Y | +409.0% | +203.0% | +206.0% | +352.5% |
| 5Y | +277.3% | +376.7% | -99.3% | +219.2% |
| 10Y | +506.6% | +407.5% | +99.1% | +381.0% |
| All | +3,365.1% | +1,146.3% | +2,218.7% | +1,863.4% |
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