+384.8%
SIMO vs AR
+44.3%
+340.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.2% |
| 7D | -22.0% | -14.3% | -7.7% | -20.8% |
| 30D | -43.0% | +1.4% | -44.5% | -43.1% |
| 3M | -39.1% | +3.4% | -42.5% | -39.5% |
| 6M | -33.3% | -2.1% | -31.2% | -33.4% |
| YTD | +77.0% | +4.7% | +72.3% | +74.8% |
| 1Y | +73.0% | +10.6% | +62.4% | +69.9% |
| 3Y | +215.7% | +24.6% | +191.1% | +205.4% |
| 5Y | +155.6% | +71.9% | +83.7% | +137.1% |
| All | +384.8% | +44.3% | +340.5% | +393.5% |
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