+434.6%
SIMO vs ARMK
+130.7%
+303.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.8% | +9.5% | +8.9% |
| 7D | +0.9% | +2.8% | -1.9% | +0.4% |
| 30D | -25.4% | -1.8% | -23.6% | -24.7% |
| 3M | -17.8% | -10.9% | -6.9% | -14.9% |
| 6M | -29.6% | +21.2% | -50.8% | -32.7% |
| YTD | +100.3% | +47.0% | +53.3% | +81.3% |
| 1Y | +100.4% | +42.9% | +57.5% | +82.5% |
| 3Y | +246.1% | +95.0% | +151.1% | +190.4% |
| 5Y | +189.8% | +106.2% | +83.6% | +136.1% |
| 10Y | +434.6% | +131.6% | +303.0% | +349.0% |
| All | +434.6% | +130.7% | +303.9% | +349.0% |
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