+407.5%
SIMO vs AR
+52.4%
+355.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.3% | -0.5% | +3.4% |
| 7D | -16.0% | -5.8% | -10.3% | -15.5% |
| 30D | -35.8% | +4.8% | -40.6% | -36.0% |
| 3M | -26.5% | +1.5% | -28.0% | -26.7% |
| 6M | -33.0% | +4.7% | -37.7% | -33.5% |
| YTD | +84.3% | +9.2% | +75.1% | +81.4% |
| 1Y | +82.0% | +11.2% | +70.8% | +78.7% |
| 3Y | +218.5% | +46.2% | +172.2% | +204.2% |
| 5Y | +175.0% | +98.1% | +77.0% | +152.4% |
| 10Y | +407.5% | +54.5% | +353.0% | +411.0% |
| All | +407.5% | +52.4% | +355.1% | +411.0% |
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