+434.6%
SIMO vs AR
+58.9%
+375.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.5% | +7.1% | +8.5% |
| 7D | +0.9% | +2.1% | -1.2% | +0.8% |
| 30D | -25.4% | +4.5% | -29.9% | -25.7% |
| 3M | -17.8% | +1.0% | -18.8% | -17.9% |
| 6M | -29.6% | +4.4% | -34.0% | -30.1% |
| YTD | +100.3% | +10.9% | +89.4% | +96.8% |
| 1Y | +100.4% | +8.6% | +91.8% | +97.3% |
| 3Y | +246.1% | +48.5% | +197.6% | +230.1% |
| 5Y | +189.8% | +95.7% | +94.1% | +166.1% |
| 10Y | +434.6% | +55.5% | +379.1% | +431.4% |
| All | +434.6% | +58.9% | +375.7% | +431.4% |
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