+515.5%
SIMO vs AR
+52.0%
+463.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.7% | +9.4% | +8.8% |
| 7D | +4.2% | +2.5% | +1.7% | +4.0% |
| 30D | +4.1% | +14.8% | -10.7% | +2.6% |
| 3M | -12.9% | +6.2% | -19.1% | -13.6% |
| 6M | +110.3% | +4.3% | +106.1% | +108.4% |
| YTD | +178.6% | +14.4% | +164.2% | +173.1% |
| 1Y | +220.0% | +21.3% | +198.7% | +211.6% |
| 3Y | +409.0% | +39.8% | +369.2% | +387.1% |
| 5Y | +277.3% | +142.1% | +135.2% | +240.3% |
| All | +515.5% | +52.0% | +463.4% | +515.9% |
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