+417.8%
SIMO vs AR
+57.2%
+360.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.4% |
| 7D | +14.9% | +6.4% | +8.5% | +14.2% |
| 30D | -27.0% | +3.1% | -30.1% | -27.2% |
| 3M | -25.4% | +3.3% | -28.7% | -25.7% |
| 6M | -30.3% | +6.6% | -36.8% | -30.9% |
| YTD | +95.8% | +12.3% | +83.5% | +92.1% |
| 1Y | +100.0% | +12.3% | +87.7% | +96.3% |
| 3Y | +238.3% | +50.4% | +187.8% | +222.2% |
| 5Y | +187.6% | +101.0% | +86.6% | +163.5% |
| All | +417.8% | +57.2% | +360.5% | +416.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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