+409.6%
SIMO vs ARMK
+131.1%
+278.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.2% | +1.5% | +4.6% |
| 7D | -8.2% | +0.9% | -9.1% | -8.2% |
| 30D | -34.6% | -0.4% | -34.3% | -34.2% |
| 3M | -32.6% | -2.0% | -30.7% | -32.0% |
| 6M | -31.8% | +22.0% | -53.8% | -35.0% |
| YTD | +87.6% | +49.6% | +38.0% | +69.1% |
| 1Y | +86.7% | +46.4% | +40.3% | +69.0% |
| 3Y | +227.4% | +103.2% | +124.2% | +172.0% |
| 5Y | +173.0% | +108.1% | +64.9% | +121.8% |
| 10Y | +409.6% | +129.4% | +280.2% | +321.0% |
| All | +409.6% | +131.1% | +278.5% | +321.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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