+408.0%
SIMO vs ARMK
+131.1%
+276.9%
-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 | -8.5% | +0.9% | -9.4% | -8.4% |
| 30D | -34.8% | -0.4% | -34.5% | -34.4% |
| 3M | -32.8% | -2.0% | -30.9% | -32.2% |
| 6M | -32.0% | +22.0% | -54.0% | -35.2% |
| YTD | +87.0% | +49.6% | +37.4% | +68.6% |
| 1Y | +86.1% | +46.4% | +39.7% | +68.5% |
| 3Y | +226.4% | +103.2% | +123.2% | +171.1% |
| 5Y | +172.1% | +108.1% | +64.0% | +121.1% |
| 10Y | +408.0% | +129.4% | +278.6% | +319.6% |
| All | +408.0% | +131.1% | +276.9% | +319.6% |
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